-5.6%
CLX vs USHY
+1.9%
-7.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +4.2% |
| 7D | +14.2% | -0.2% | +14.4% | +14.5% |
| 30D | +22.7% | +0.7% | +22.0% | +20.7% |
| 3M | -2.8% | -2.2% | -0.6% | +2.1% |
| 6M | +17.7% | -0.9% | +18.5% | +20.4% |
| YTD | +3.3% | +0.2% | +3.2% | +4.6% |
| 1Y | -5.6% | +1.7% | -7.4% | -8.2% |
| All | -5.6% | +1.9% | -7.5% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling