+1,110.1%
CCI vs CLX
+334.1%
+776.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | +2.5% | +9.5% | -7.0% | +0.1% |
| 30D | +14.4% | +30.7% | -16.3% | +6.5% |
| 3M | +21.7% | +4.2% | +17.5% | +20.0% |
| 6M | +4.0% | +22.1% | -18.1% | -1.9% |
| YTD | +6.2% | +14.1% | -7.9% | +1.5% |
| 1Y | +5.4% | +10.3% | -4.9% | +1.5% |
| 3Y | +11.7% | -7.8% | +19.5% | +12.2% |
| 5Y | -35.6% | -20.8% | -14.8% | -34.0% |
| 10Y | +68.7% | +31.9% | +36.8% | +49.7% |
| All | +1,110.1% | +334.1% | +776.0% | +753.4% |
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