+8,200.6%
USB vs CLX
+2,588.1%
+5,612.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +0.4% |
| 7D | +2.4% | +14.2% | -11.8% | -1.1% |
| 30D | +6.6% | +22.7% | -16.1% | +1.0% |
| 3M | -4.1% | -2.8% | -1.3% | -3.6% |
| 6M | +12.5% | +17.7% | -5.2% | +7.1% |
| YTD | +17.6% | +3.3% | +14.3% | +15.2% |
| 1Y | +36.5% | -5.6% | +42.1% | +36.8% |
| 3Y | +95.4% | -11.0% | +106.4% | +96.5% |
| 5Y | +26.1% | -27.6% | +53.7% | +31.3% |
| 10Y | +101.3% | +19.2% | +82.0% | +68.7% |
| All | +8,200.6% | +2,588.1% | +5,612.6% | +3,640.3% |
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