+64.4%
UL vs CLX
-3.7%
+68.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +1.0% |
| 7D | -3.4% | -5.7% | +2.3% | -1.6% |
| 30D | +0.5% | -17.0% | +17.5% | +6.5% |
| 3M | +7.2% | -9.7% | +16.9% | +10.5% |
| 6M | -3.1% | -19.8% | +16.8% | +3.3% |
| YTD | -2.7% | -9.8% | +7.1% | 0.0% |
| 1Y | -10.2% | -26.2% | +15.9% | -2.1% |
| 3Y | +20.3% | -36.2% | +56.4% | +35.7% |
| 5Y | +19.9% | -38.3% | +58.3% | +34.5% |
| All | +64.4% | -3.7% | +68.1% | +47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling