+29.3%
CLX vs URA
+289.1%
-259.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.5% | +4.1% | +6.6% |
| 7D | +13.6% | +0.3% | +13.3% | +13.6% |
| 30D | +29.1% | -14.8% | +43.8% | +29.3% |
| 3M | +1.6% | -25.3% | +26.9% | +1.9% |
| 6M | +18.7% | -39.9% | +58.6% | +19.3% |
| YTD | +11.1% | -22.4% | +33.5% | +11.4% |
| 1Y | +7.0% | -29.0% | +36.0% | +7.3% |
| 3Y | -10.0% | +41.0% | -51.0% | -11.0% |
| 5Y | -22.6% | +38.3% | -61.0% | -23.7% |
| 10Y | +29.3% | +276.1% | -246.7% | +11.8% |
| All | +29.3% | +289.1% | -259.7% | +11.8% |
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