+8,438.8%
USB vs CLX
+2,386.6%
+6,052.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.1% |
| 7D | +1.4% | -9.2% | +10.7% | +4.0% |
| 30D | -1.3% | -11.0% | +9.7% | +1.6% |
| 3M | +15.2% | +5.0% | +10.2% | +13.4% |
| 6M | +18.8% | -18.8% | +37.6% | +24.4% |
| YTD | +21.0% | -4.4% | +25.4% | +21.1% |
| 1Y | +34.0% | -21.9% | +55.9% | +41.1% |
| 3Y | +95.3% | -32.8% | +128.1% | +111.7% |
| 5Y | +40.4% | -34.6% | +74.9% | +50.2% |
| 10Y | +107.3% | -4.7% | +112.0% | +86.0% |
| All | +8,438.8% | +2,386.6% | +6,052.2% | +3,831.8% |
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