-26.9%
CCL vs CLX
-25.2%
-1.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.4% |
| 7D | -4.4% | -4.9% | +0.6% | -2.6% |
| 30D | -18.2% | -15.8% | -2.4% | -13.0% |
| 3M | -17.7% | -7.9% | -9.8% | -15.4% |
| 6M | -13.0% | -19.0% | +6.0% | -9.5% |
| YTD | -24.5% | -7.9% | -16.5% | -20.2% |
| 1Y | -26.9% | -25.4% | -1.6% | -22.7% |
| All | -26.9% | -25.2% | -1.8% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling