+1,150.0%
URI vs CLX
-4.4%
+1,154.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | -2.0% | -9.2% | +7.3% | -0.8% |
| 30D | -12.9% | -11.0% | -1.9% | -11.7% |
| 3M | -6.7% | +5.0% | -11.8% | -7.5% |
| 6M | +19.0% | -18.8% | +37.8% | +21.9% |
| YTD | +25.5% | -4.4% | +29.9% | +25.6% |
| 1Y | +5.5% | -21.9% | +27.4% | +8.4% |
| 3Y | +111.3% | -32.8% | +144.1% | +119.6% |
| 5Y | +198.6% | -34.6% | +233.1% | +208.0% |
| All | +1,150.0% | -4.4% | +1,154.4% | +1,068.8% |
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