-10.2%
CCI vs CLX
-35.1%
+24.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.4% |
| 7D | -0.3% | -4.9% | +4.7% | +1.2% |
| 30D | +2.1% | -15.8% | +17.9% | +7.2% |
| 3M | -17.8% | -7.9% | -9.9% | -16.2% |
| 6M | -14.2% | -19.0% | +4.9% | -9.0% |
| YTD | -13.3% | -7.9% | -5.4% | -12.4% |
| 1Y | -16.6% | -25.4% | +8.8% | -9.2% |
| All | -10.2% | -35.1% | +24.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling