-32.7%
CLX vs UMAC
+494.0%
-526.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.3% |
| 7D | -9.2% | -0.9% | -8.3% | -9.2% |
| 30D | -11.0% | -7.7% | -3.4% | -11.1% |
| 3M | +5.0% | -26.4% | +31.5% | +5.1% |
| 6M | -18.8% | +61.9% | -80.7% | -18.7% |
| YTD | -4.4% | +86.5% | -90.9% | -4.4% |
| 1Y | -21.9% | +156.3% | -178.2% | -22.0% |
| All | -32.7% | +494.0% | -526.7% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling