+69.4%
USAR vs CLX
-34.3%
+103.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.5% |
| 7D | -4.4% | -4.9% | +0.5% | -4.7% |
| 30D | -10.4% | -15.8% | +5.4% | -11.4% |
| 3M | -18.4% | -7.9% | -10.4% | -18.5% |
| 6M | -8.8% | -19.0% | +10.2% | -8.2% |
| YTD | +43.4% | -7.9% | +51.3% | +46.3% |
| 1Y | +21.0% | -25.4% | +46.4% | +21.1% |
| 3Y | +67.7% | -35.0% | +102.8% | +67.4% |
| All | +69.4% | -34.3% | +103.7% | +69.1% |
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