+19.6%
CCI vs CLX
-2.6%
+22.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | -4.4% | -5.9% | +1.5% | -2.7% |
| 30D | +0.3% | -17.0% | +17.3% | +6.0% |
| 3M | -20.0% | -9.6% | -10.4% | -17.8% |
| 6M | -14.5% | -21.5% | +7.0% | -8.8% |
| YTD | -14.9% | -8.8% | -6.0% | -13.4% |
| 1Y | -17.7% | -24.7% | +7.0% | -11.3% |
| 3Y | -12.4% | -35.6% | +23.3% | -1.7% |
| 5Y | -50.1% | -37.6% | -12.5% | -44.8% |
| All | +19.6% | -2.6% | +22.2% | +9.5% |
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