+163.9%
CCJ vs CLX
-20.8%
+184.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.6% | -1.4% |
| 7D | -0.8% | +9.5% | -10.3% | -0.4% |
| 30D | -13.2% | +30.7% | -43.9% | -11.9% |
| 3M | -27.6% | +4.2% | -31.9% | -27.7% |
| 6M | -38.7% | +22.1% | -60.8% | -37.9% |
| YTD | -22.7% | +14.1% | -36.8% | -21.9% |
| 1Y | -17.6% | +10.3% | -27.9% | -16.9% |
| 3Y | +62.7% | -7.8% | +70.5% | +60.8% |
| All | +163.9% | -20.8% | +184.8% | +160.0% |
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