+59.3%
USAR vs CLX
-34.9%
+94.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.0% | -6.0% |
| 7D | -9.3% | -5.9% | -3.5% | -9.7% |
| 30D | -15.2% | -17.0% | +1.9% | -16.2% |
| 3M | -21.1% | -9.6% | -11.5% | -21.3% |
| 6M | -21.6% | -21.5% | 0.0% | -21.1% |
| YTD | +34.8% | -8.8% | +43.6% | +37.4% |
| 1Y | +15.6% | -24.7% | +40.3% | +16.0% |
| 3Y | +57.7% | -35.6% | +93.4% | +57.3% |
| All | +59.3% | -34.9% | +94.2% | +58.9% |
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