+36.4%
UPS vs CLX
-3.7%
+40.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | -2.0% | -5.7% | +3.7% | -0.6% |
| 30D | -2.0% | -17.0% | +15.1% | +2.3% |
| 3M | -6.2% | -9.7% | +3.4% | -4.3% |
| 6M | +2.8% | -19.8% | +22.6% | +7.5% |
| YTD | +5.9% | -9.8% | +15.7% | +7.8% |
| 1Y | +26.2% | -26.2% | +52.4% | +34.4% |
| 3Y | -26.0% | -36.2% | +10.2% | -19.3% |
| 5Y | -34.3% | -38.3% | +4.1% | -28.9% |
| All | +36.4% | -3.7% | +40.1% | +30.9% |
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 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