-29.4%
CCL vs CLX
+29.7%
-59.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.5% | +7.8% | -9.3% | -1.6% |
| 30D | +16.5% | +28.5% | -12.1% | +16.5% |
| 3M | +11.2% | +1.3% | +9.9% | +10.9% |
| 6M | +22.6% | +23.4% | -0.8% | +22.8% |
| YTD | +2.6% | +11.4% | -8.8% | +2.5% |
| 1Y | +17.0% | +6.9% | +10.0% | +16.6% |
| 3Y | +145.5% | -9.8% | +155.3% | +143.4% |
| 5Y | +36.1% | -22.7% | +58.8% | +28.4% |
| 10Y | -29.4% | +28.7% | -58.2% | -44.1% |
| All | -29.4% | +29.7% | -59.1% | -44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling