+176.8%
CCJ vs CLX
-34.1%
+211.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.1% |
| 7D | +5.9% | -3.5% | +9.5% | +5.6% |
| 30D | +4.7% | -11.9% | +16.6% | +3.5% |
| 3M | -3.3% | -2.6% | -0.7% | -3.3% |
| 6M | -7.0% | -18.2% | +11.1% | -9.2% |
| YTD | +11.5% | -5.9% | +17.4% | +12.0% |
| 1Y | +32.3% | -23.8% | +56.1% | +28.3% |
| 3Y | +176.8% | -33.6% | +210.4% | +133.4% |
| All | +176.8% | -34.1% | +211.0% | +133.4% |
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 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