-33.5%
UPS vs CLX
-37.0%
+3.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.8% |
| 7D | -3.7% | -4.9% | +1.3% | -2.5% |
| 30D | -3.7% | -15.8% | +12.1% | +0.1% |
| 3M | -6.6% | -7.9% | +1.4% | -5.1% |
| 6M | +2.6% | -19.0% | +21.6% | +7.3% |
| YTD | +4.8% | -7.9% | +12.7% | +6.2% |
| 1Y | +25.3% | -25.4% | +50.6% | +33.5% |
| 3Y | -26.9% | -35.0% | +8.2% | -20.3% |
| 5Y | -33.5% | -36.8% | +3.3% | -30.0% |
| All | -33.5% | -37.0% | +3.5% | -30.0% |
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 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