+79.8%
USB vs CLX
+30.5%
+49.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.5% |
| 7D | +1.2% | +8.5% | -7.3% | +0.3% |
| 30D | +6.3% | +30.0% | -23.7% | +3.3% |
| 3M | -6.1% | +3.8% | -9.9% | -6.7% |
| 6M | +13.0% | +24.6% | -11.6% | +10.1% |
| YTD | +16.6% | +12.8% | +3.8% | +14.4% |
| 1Y | +31.1% | +8.6% | +22.5% | +29.2% |
| 3Y | +100.9% | -8.6% | +109.6% | +100.9% |
| 5Y | +24.5% | -21.8% | +46.3% | +24.2% |
| All | +79.8% | +30.5% | +49.3% | +68.0% |
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 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