+207.2%
UMC vs CLX
-20.9%
+228.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.5% |
| 7D | +5.0% | -9.2% | +14.2% | +4.1% |
| 30D | +7.7% | -11.0% | +18.7% | +6.7% |
| 3M | +1.7% | +5.0% | -3.4% | +0.3% |
| 6M | +113.9% | -18.8% | +132.7% | +119.9% |
| YTD | +168.9% | -4.4% | +173.3% | +178.3% |
| 1Y | +207.2% | -21.9% | +229.1% | +214.9% |
| All | +207.2% | -20.9% | +228.1% | +214.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling