-0.9%
CCL vs CLX
-37.0%
+36.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.5% |
| 7D | -4.4% | -4.9% | +0.6% | -3.0% |
| 30D | -18.2% | -15.8% | -2.4% | -14.1% |
| 3M | -17.7% | -7.9% | -9.8% | -15.9% |
| 6M | -13.0% | -19.0% | +6.0% | -8.4% |
| YTD | -24.5% | -7.9% | -16.5% | -23.0% |
| 1Y | -26.9% | -25.4% | -1.6% | -21.7% |
| 3Y | +50.8% | -35.0% | +85.8% | +65.2% |
| 5Y | -0.9% | -36.8% | +35.8% | +1.4% |
| All | -0.9% | -37.0% | +36.1% | +1.4% |
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