+161.2%
CLX vs URA
-51.6%
+212.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | +0.1% |
| 7D | +13.6% | -4.1% | +17.7% | +13.8% |
| 30D | +23.4% | -19.0% | +42.4% | +24.3% |
| 3M | -2.8% | -25.1% | +22.3% | -1.9% |
| 6M | +14.0% | -44.5% | +58.5% | +16.3% |
| YTD | +4.2% | -24.3% | +28.5% | +4.9% |
| 1Y | -1.2% | -28.1% | +27.0% | -0.4% |
| 3Y | -12.7% | +40.7% | -53.4% | -15.4% |
| 5Y | -26.5% | +35.5% | -61.9% | -29.2% |
| 10Y | +20.2% | +281.2% | -260.9% | +2.7% |
| All | +161.2% | -51.6% | +212.8% | +158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling