+6,893.4%
URI vs CLX
+417.6%
+6,475.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | -2.0% | -9.2% | +7.3% | +0.5% |
| 30D | -12.9% | -11.0% | -1.9% | -10.3% |
| 3M | -6.7% | +5.0% | -11.8% | -8.4% |
| 6M | +19.0% | -18.8% | +37.8% | +24.5% |
| YTD | +25.5% | -4.4% | +29.9% | +25.6% |
| 1Y | +5.5% | -21.9% | +27.4% | +11.1% |
| 3Y | +111.3% | -32.8% | +144.1% | +129.1% |
| 5Y | +198.6% | -34.6% | +233.1% | +220.0% |
| 10Y | +1,179.9% | -4.7% | +1,184.6% | +1,052.1% |
| All | +6,893.4% | +417.6% | +6,475.9% | +4,453.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling