+1,583.6%
CCJ vs CLX
+908.8%
+674.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +0.7% | -9.2% | +10.0% | +2.1% |
| 30D | +6.9% | -11.0% | +17.9% | +8.6% |
| 3M | -11.6% | +5.0% | -16.7% | -12.5% |
| 6M | -16.2% | -18.8% | +2.6% | -14.1% |
| YTD | +10.1% | -4.4% | +14.5% | +10.2% |
| 1Y | +32.3% | -21.9% | +54.1% | +36.0% |
| 3Y | +171.3% | -32.8% | +204.1% | +182.0% |
| 5Y | +372.4% | -34.6% | +406.9% | +385.6% |
| 10Y | +1,070.0% | -4.7% | +1,074.7% | +986.6% |
| All | +1,583.6% | +908.8% | +674.8% | +909.7% |
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