+2,653.8%
UL vs CLX
+2,386.6%
+267.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | -1.3% | -9.2% | +7.9% | +1.4% |
| 30D | +0.5% | -11.0% | +11.5% | +3.9% |
| 3M | +17.6% | +5.0% | +12.6% | +15.8% |
| 6M | -5.4% | -18.8% | +13.4% | -0.1% |
| YTD | +0.7% | -4.4% | +5.1% | +1.4% |
| 1Y | -9.3% | -21.9% | +12.6% | -3.3% |
| 3Y | +24.5% | -32.8% | +57.3% | +37.0% |
| 5Y | +23.2% | -34.6% | +57.8% | +34.4% |
| 10Y | +64.5% | -4.7% | +69.2% | +57.6% |
| All | +2,653.8% | +2,386.6% | +267.3% | +1,160.5% |
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