-10.2%
CLX vs USHY
+49.7%
-59.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | -5.7% | -0.7% | -5.0% | -5.3% |
| 30D | -17.0% | -0.7% | -16.3% | -16.7% |
| 3M | -9.7% | +0.1% | -9.7% | -9.7% |
| 6M | -19.8% | +1.8% | -21.6% | -20.5% |
| YTD | -9.8% | +1.8% | -11.6% | -10.6% |
| 1Y | -26.2% | +3.3% | -29.5% | -27.4% |
| 3Y | -36.2% | +27.0% | -63.2% | -43.5% |
| 5Y | -38.3% | +21.0% | -59.4% | -44.7% |
| All | -10.2% | +49.7% | -59.9% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling