-49.3%
CCI vs CLX
-38.5%
-10.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.7% |
| 7D | -0.3% | -5.7% | +5.4% | +1.2% |
| 30D | +2.2% | -17.0% | +19.3% | +7.3% |
| 3M | -16.9% | -9.7% | -7.2% | -14.9% |
| 6M | -11.5% | -19.8% | +8.3% | -6.8% |
| YTD | -12.8% | -9.8% | -3.0% | -11.3% |
| 1Y | -17.1% | -26.2% | +9.1% | -10.9% |
| 3Y | -9.6% | -36.2% | +26.5% | +0.2% |
| All | -49.3% | -38.5% | -10.8% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling