-19.0%
USAR vs CLX
-18.6%
-0.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +1.2% |
| 7D | -0.8% | +9.5% | -10.3% | -0.5% |
| 30D | -20.9% | +30.7% | -51.6% | -20.2% |
| 3M | -56.2% | +4.2% | -60.4% | -56.4% |
| 6M | -67.9% | +22.1% | -90.0% | -67.7% |
| YTD | -31.4% | +14.1% | -45.5% | -29.6% |
| 1Y | -45.1% | +10.3% | -55.4% | -43.6% |
| 3Y | -20.3% | -7.8% | -12.5% | -20.0% |
| All | -19.0% | -18.6% | -0.4% | -18.6% |
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