+1,038.6%
CCL vs CLX
+2,833.1%
-1,794.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.6% | -4.7% |
| 7D | -0.3% | +8.5% | -8.9% | -2.4% |
| 30D | +10.3% | +30.0% | -19.7% | +3.1% |
| 3M | +6.6% | +3.8% | +2.8% | +5.4% |
| 6M | +20.0% | +24.6% | -4.6% | +13.1% |
| YTD | -1.9% | +12.8% | -14.7% | -5.3% |
| 1Y | +10.4% | +8.6% | +1.8% | +7.4% |
| 3Y | +134.8% | -8.6% | +143.5% | +136.0% |
| 5Y | +34.0% | -21.8% | +55.8% | +37.6% |
| 10Y | -32.5% | +30.4% | -62.9% | -47.5% |
| All | +1,038.6% | +2,833.1% | -1,794.5% | +206.2% |
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