-72.4%
U vs CLX
-22.5%
-49.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | +24.4% | +13.6% | +10.7% | +22.7% |
| 30D | +7.4% | +29.1% | -21.7% | +4.6% |
| 3M | +16.8% | +1.6% | +15.2% | +16.3% |
| 6M | +78.8% | +18.7% | +60.0% | +75.6% |
| YTD | +14.0% | +11.1% | +2.9% | +10.3% |
| 1Y | +16.7% | +7.0% | +9.7% | +13.6% |
| 3Y | +86.4% | -10.0% | +96.4% | +87.5% |
| All | -72.4% | -22.5% | -49.9% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 5y: compounded portfolio wealth divided by compounded CLX 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…
5y analysis · Full analysis span regression · 6 months rolling