+20.6%
UL vs CLX
-37.0%
+57.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.0% |
| 7D | -3.2% | -4.9% | +1.7% | -1.8% |
| 30D | -0.6% | -15.8% | +15.2% | +4.5% |
| 3M | +9.4% | -7.9% | +17.4% | +11.9% |
| 6M | -4.1% | -19.0% | +14.9% | +1.3% |
| YTD | -2.0% | -7.9% | +6.0% | +0.1% |
| 1Y | -9.0% | -25.4% | +16.4% | -1.9% |
| 3Y | +21.8% | -35.0% | +56.8% | +35.0% |
| 5Y | +20.6% | -36.8% | +57.3% | +35.7% |
| All | +20.6% | -37.0% | +57.6% | +35.7% |
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