+144.6%
URI vs CLX
-10.5%
+155.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.5% | -7.7% | -7.2% |
| 7D | -12.9% | +12.4% | -25.4% | -14.7% |
| 30D | -3.4% | +21.1% | -24.5% | -6.6% |
| 3M | -10.0% | -3.3% | -6.7% | -9.8% |
| 6M | +12.2% | +18.8% | -6.6% | +7.7% |
| YTD | +29.8% | +3.9% | +25.8% | +27.3% |
| 1Y | +24.6% | -3.8% | +28.4% | +24.4% |
| All | +144.6% | -10.5% | +155.1% | +140.5% |
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