+179.2%
URI vs CLX
-26.4%
+205.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.9% | +1.1% |
| 7D | -9.8% | +13.6% | -23.4% | -12.0% |
| 30D | +1.7% | +23.4% | -21.6% | -2.3% |
| 3M | -9.1% | -2.8% | -6.2% | -8.8% |
| 6M | +9.9% | +14.0% | -4.1% | +6.4% |
| YTD | +31.2% | +4.2% | +27.0% | +28.8% |
| 1Y | +25.9% | -1.2% | +27.1% | +25.0% |
| 3Y | +147.4% | -12.7% | +160.1% | +149.9% |
| All | +179.2% | -26.4% | +205.6% | +185.4% |
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