+103.2%
USB vs CLX
-32.3%
+135.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | 0.0% |
| 7D | +1.4% | -9.2% | +10.7% | +3.2% |
| 30D | -1.3% | -11.0% | +9.7% | +0.8% |
| 3M | +15.2% | +5.0% | +10.2% | +13.9% |
| 6M | +18.8% | -18.8% | +37.6% | +23.1% |
| YTD | +21.0% | -4.4% | +25.4% | +20.6% |
| 1Y | +34.0% | -21.9% | +55.9% | +39.6% |
| All | +103.2% | -32.3% | +135.6% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling