+160.5%
CLX vs URA
-53.7%
+214.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +0.7% |
| 7D | +12.4% | -13.3% | +25.7% | +13.0% |
| 30D | +21.1% | -25.9% | +47.0% | +22.4% |
| 3M | -3.3% | -27.8% | +24.5% | -2.2% |
| 6M | +18.8% | -42.8% | +61.7% | +21.1% |
| YTD | +3.9% | -27.5% | +31.4% | +4.7% |
| 1Y | -3.8% | -35.1% | +31.3% | -2.7% |
| 3Y | -10.5% | +31.1% | -41.6% | -13.0% |
| 5Y | -26.7% | +29.8% | -56.4% | -29.3% |
| 10Y | +19.9% | +265.1% | -245.2% | +2.6% |
| All | +160.5% | -53.7% | +214.2% | +157.9% |
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