+108.7%
USB vs CLX
-4.6%
+113.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.1% |
| 7D | +1.4% | -9.2% | +10.7% | +2.4% |
| 30D | -1.3% | -11.0% | +9.7% | -0.2% |
| 3M | +15.2% | +5.0% | +10.2% | +14.6% |
| 6M | +18.8% | -18.8% | +37.6% | +20.9% |
| YTD | +21.0% | -4.4% | +25.4% | +21.1% |
| 1Y | +34.0% | -21.9% | +55.9% | +36.6% |
| 3Y | +95.3% | -32.8% | +128.1% | +100.5% |
| 5Y | +40.4% | -34.6% | +74.9% | +42.7% |
| All | +108.7% | -4.6% | +113.3% | +97.5% |
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