+95.2%
CNC vs CLX
-3.7%
+98.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | -0.9% | -5.7% | +4.8% | +0.2% |
| 30D | -1.0% | -17.0% | +16.1% | +2.5% |
| 3M | +4.5% | -9.7% | +14.2% | +6.2% |
| 6M | +85.2% | -19.8% | +105.1% | +92.2% |
| YTD | +61.4% | -9.8% | +71.3% | +62.7% |
| 1Y | +94.9% | -26.2% | +121.1% | +105.2% |
| 3Y | 0.0% | -36.2% | +36.2% | +7.9% |
| 5Y | +11.2% | -38.3% | +49.5% | +19.0% |
| All | +95.2% | -3.7% | +98.9% | +88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling