+74.9%
USAR vs CLX
-31.8%
+106.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.5% |
| 7D | -2.1% | -9.2% | +7.1% | -2.7% |
| 30D | +2.6% | -11.0% | +13.7% | +1.8% |
| 3M | -35.0% | +5.0% | -40.1% | -34.9% |
| 6M | -6.9% | -18.8% | +11.9% | -6.0% |
| YTD | +48.0% | -4.4% | +52.4% | +51.3% |
| 1Y | +24.8% | -21.9% | +46.7% | +25.3% |
| 3Y | +73.2% | -32.8% | +106.0% | +73.3% |
| All | +74.9% | -31.8% | +106.6% | +75.0% |
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