+807.8%
CCL vs CLX
+2,386.6%
-1,578.8%
-90.4%
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% | +0.5% |
| 7D | -5.0% | -9.2% | +4.2% | -2.7% |
| 30D | -20.3% | -11.0% | -9.3% | -18.0% |
| 3M | -15.1% | +5.0% | -20.2% | -16.3% |
| 6M | -15.1% | -18.8% | +3.7% | -10.8% |
| YTD | -21.8% | -4.4% | -17.4% | -21.2% |
| 1Y | -24.8% | -21.9% | -2.9% | -20.5% |
| 3Y | +51.9% | -32.8% | +84.6% | +64.9% |
| 5Y | +4.0% | -34.6% | +38.6% | +11.9% |
| 10Y | -42.2% | -4.7% | -37.5% | -50.5% |
| All | +807.8% | +2,386.6% | -1,578.8% | +155.0% |
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