+54.1%
CCL vs CLX
-34.1%
+88.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | -0.1% | -3.5% | +3.4% | +1.0% |
| 30D | -20.0% | -11.9% | -8.1% | -16.9% |
| 3M | -13.7% | -2.6% | -11.0% | -13.0% |
| 6M | -9.0% | -18.2% | +9.1% | -4.8% |
| YTD | -22.8% | -5.9% | -16.9% | -21.6% |
| 1Y | -25.3% | -23.8% | -1.5% | -20.3% |
| 3Y | +54.1% | -33.6% | +87.7% | +51.1% |
| All | +54.1% | -34.1% | +88.2% | +51.1% |
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 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