+260.9%
UMC vs CLX
+417.1%
-156.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.6% | +5.5% |
| 7D | +6.6% | -3.5% | +10.1% | +7.6% |
| 30D | +16.6% | -11.9% | +28.4% | +20.5% |
| 3M | +11.0% | -2.6% | +13.6% | +10.6% |
| 6M | +131.3% | -18.2% | +149.5% | +141.3% |
| YTD | +182.5% | -5.9% | +188.4% | +182.5% |
| 1Y | +222.3% | -23.8% | +246.1% | +242.4% |
| 3Y | +253.0% | -33.6% | +286.6% | +284.2% |
| 5Y | +141.8% | -35.7% | +177.5% | +157.9% |
| 10Y | +1,772.2% | -2.5% | +1,774.7% | +1,386.1% |
| All | +260.9% | +417.1% | -156.1% | +31.2% |
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