-7.8%
CLX vs USHY
+25.4%
-33.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +9.5% | -0.4% | +9.9% | +10.0% |
| 30D | +30.7% | +0.6% | +30.1% | +29.9% |
| 3M | +4.2% | -2.0% | +6.2% | +6.6% |
| 6M | +22.1% | -0.5% | +22.7% | +23.1% |
| YTD | +14.1% | +0.6% | +13.5% | +13.9% |
| 1Y | +10.3% | +2.1% | +8.2% | +8.8% |
| 3Y | -7.8% | +25.3% | -33.1% | -23.6% |
| All | -7.8% | +25.4% | -33.2% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling