+204.5%
URI vs CLX
-20.8%
+225.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.4% | -1.5% |
| 7D | +6.7% | +9.5% | -2.8% | +5.0% |
| 30D | +8.9% | +30.7% | -21.8% | +3.5% |
| 3M | +0.5% | +4.2% | -3.7% | -0.5% |
| 6M | +20.7% | +22.1% | -1.5% | +15.5% |
| YTD | +40.0% | +14.1% | +26.0% | +35.2% |
| 1Y | +34.4% | +10.3% | +24.1% | +30.7% |
| 3Y | +149.5% | -7.8% | +157.3% | +149.6% |
| All | +204.5% | -20.8% | +225.4% | +207.1% |
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