-25.9%
UPS vs CLX
-34.1%
+8.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | -2.1% | -3.5% | +1.4% | -1.3% |
| 30D | -2.3% | -11.9% | +9.6% | +0.4% |
| 3M | -5.2% | -2.6% | -2.6% | -5.0% |
| 6M | +1.4% | -18.2% | +19.6% | +6.3% |
| YTD | +6.1% | -5.9% | +12.0% | +7.3% |
| 1Y | +27.0% | -23.8% | +50.8% | +35.4% |
| 3Y | -25.9% | -33.6% | +7.7% | -19.0% |
| All | -25.9% | -34.1% | +8.2% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling