+2,762.7%
UL vs CLX
+2,867.3%
-104.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.7% |
| 7D | +1.1% | +9.5% | -8.4% | -1.5% |
| 30D | +4.5% | +30.7% | -26.2% | -3.4% |
| 3M | +6.5% | +4.2% | +2.2% | +4.9% |
| 6M | +18.2% | +22.1% | -4.0% | +11.1% |
| YTD | +4.7% | +14.1% | -9.4% | 0.0% |
| 1Y | +0.8% | +10.3% | -9.5% | -2.8% |
| 3Y | +35.9% | -7.8% | +43.7% | +36.6% |
| 5Y | +33.4% | -20.8% | +54.3% | +37.5% |
| 10Y | +106.9% | +31.9% | +75.0% | +80.4% |
| All | +2,762.7% | +2,867.3% | -104.6% | +1,142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling