+137.5%
UMC vs CLX
-37.2%
+174.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.5% |
| 7D | +11.4% | -5.9% | +17.2% | +11.5% |
| 30D | +16.8% | -17.0% | +33.8% | +17.2% |
| 3M | +19.1% | -9.6% | +28.7% | +19.3% |
| 6M | +137.4% | -21.5% | +159.0% | +139.9% |
| YTD | +186.4% | -8.8% | +195.2% | +187.3% |
| 1Y | +229.1% | -24.7% | +253.7% | +233.5% |
| 3Y | +257.9% | -35.6% | +293.5% | +263.4% |
| 5Y | +137.5% | -37.6% | +175.2% | +134.6% |
| All | +137.5% | -37.2% | +174.7% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling