+5.4%
CCI vs CLX
+9.5%
-4.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | +2.5% | +9.5% | -7.0% | +0.6% |
| 30D | +14.4% | +30.7% | -16.3% | +8.4% |
| 3M | +21.7% | +4.2% | +17.5% | +20.1% |
| 6M | +4.0% | +22.1% | -18.1% | -0.9% |
| YTD | +6.2% | +14.1% | -7.9% | +3.5% |
| 1Y | +5.4% | +10.3% | -4.9% | +2.6% |
| All | +5.4% | +9.5% | -4.1% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling