+139.7%
CLX vs URA
-31.1%
+170.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.3% |
| 7D | -9.2% | +1.1% | -10.3% | -9.3% |
| 30D | -11.0% | +7.4% | -18.4% | -11.3% |
| 3M | +5.0% | -8.4% | +13.4% | +5.3% |
| 6M | -18.8% | -12.7% | -6.1% | -18.6% |
| YTD | -4.4% | +7.8% | -12.2% | -5.0% |
| 1Y | -21.9% | +19.5% | -41.3% | -22.9% |
| 3Y | -32.8% | +116.4% | -149.2% | -36.0% |
| 5Y | -34.6% | +134.3% | -168.8% | -38.8% |
| 10Y | -4.7% | +359.3% | -363.9% | -18.3% |
| All | +139.7% | -31.1% | +170.8% | +133.9% |
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