+18.2%
UL vs CLX
+26.7%
-8.6%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.6% |
| 7D | +1.1% | +9.5% | -8.4% | -2.5% |
| 30D | +4.5% | +30.7% | -26.2% | -6.5% |
| 3M | +6.5% | +4.2% | +2.2% | +4.9% |
| 6M | +18.2% | +22.1% | -4.0% | +7.8% |
| All | +18.2% | +26.7% | -8.6% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling