-19.9%
USAR vs CLX
-19.5%
-0.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.6% | -2.3% |
| 7D | +8.8% | +8.5% | +0.2% | +9.0% |
| 30D | -28.5% | +30.0% | -58.4% | -27.8% |
| 3M | -56.2% | +3.8% | -60.0% | -56.4% |
| 6M | -68.4% | +24.6% | -93.0% | -68.2% |
| YTD | -32.2% | +12.8% | -44.9% | -30.4% |
| 1Y | -52.3% | +8.6% | -60.9% | -51.1% |
| 3Y | -21.2% | -8.6% | -12.5% | -20.9% |
| All | -19.9% | -19.5% | -0.3% | -19.5% |
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 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