+13.7%
CLX vs USHY
+48.0%
-34.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +9.5% | -0.4% | +9.9% | +9.8% |
| 30D | +30.7% | +0.6% | +30.1% | +30.3% |
| 3M | +4.2% | -2.0% | +6.2% | +5.5% |
| 6M | +22.1% | -0.5% | +22.7% | +22.6% |
| YTD | +14.1% | +0.6% | +13.5% | +13.9% |
| 1Y | +10.3% | +2.1% | +8.2% | +9.3% |
| 3Y | -7.8% | +25.3% | -33.1% | -17.7% |
| 5Y | -20.8% | +19.7% | -40.6% | -28.5% |
| All | +13.7% | +48.0% | -34.3% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling