+30.6%
UPS vs CLX
-6.5%
+37.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.7% | -1.0% | +3.4% |
| 7D | +8.2% | +14.2% | -6.0% | +5.0% |
| 30D | +22.7% | +22.7% | +0.1% | +17.2% |
| 3M | +6.4% | -2.8% | +9.2% | +6.4% |
| 6M | +22.6% | +17.7% | +4.9% | +16.2% |
| YTD | +20.7% | +3.3% | +17.4% | +21.2% |
| 1Y | +30.6% | -5.6% | +36.3% | +36.7% |
| All | +30.6% | -6.5% | +37.2% | +36.7% |
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