+1,842.6%
UMC vs CLX
-3.7%
+1,846.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.4% |
| 7D | +9.0% | -5.7% | +14.7% | +9.0% |
| 30D | +17.2% | -17.0% | +34.3% | +17.3% |
| 3M | +11.4% | -9.7% | +21.1% | +11.5% |
| 6M | +137.5% | -19.8% | +157.3% | +138.3% |
| YTD | +193.1% | -9.8% | +203.0% | +193.6% |
| 1Y | +240.3% | -26.2% | +266.5% | +242.3% |
| 3Y | +262.2% | -36.2% | +298.4% | +264.4% |
| 5Y | +143.1% | -38.3% | +181.5% | +143.7% |
| All | +1,842.6% | -3.7% | +1,846.3% | +1,707.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling