+41.2%
USB vs CLX
-34.6%
+75.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | 0.0% |
| 7D | +1.4% | -9.2% | +10.7% | +3.1% |
| 30D | -1.3% | -11.0% | +9.7% | +0.7% |
| 3M | +15.2% | +5.0% | +10.2% | +14.0% |
| 6M | +18.8% | -18.8% | +37.6% | +22.7% |
| YTD | +21.0% | -4.4% | +25.4% | +20.9% |
| 1Y | +34.0% | -21.9% | +55.9% | +38.9% |
| 3Y | +95.3% | -32.8% | +128.1% | +105.1% |
| All | +41.2% | -34.6% | +75.8% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling