-2.5%
CLX vs URA
+371.9%
-374.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -1.6% |
| 7D | -3.5% | +8.1% | -11.7% | -3.6% |
| 30D | -11.9% | +5.8% | -17.6% | -11.9% |
| 3M | -2.6% | +3.4% | -6.1% | -2.7% |
| 6M | -18.2% | -2.6% | -15.5% | -18.2% |
| YTD | -5.9% | +11.2% | -17.1% | -6.0% |
| 1Y | -23.8% | +19.8% | -43.7% | -24.1% |
| 3Y | -33.6% | +121.5% | -155.0% | -34.8% |
| 5Y | -35.7% | +134.5% | -170.1% | -37.4% |
| 10Y | -2.5% | +376.7% | -379.2% | -9.2% |
| All | -2.5% | +371.9% | -374.4% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling