+4,405.6%
CNC vs CLX
+365.2%
+4,040.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.6% | -2.1% | -3.2% |
| 7D | -1.0% | -3.5% | +2.6% | +0.1% |
| 30D | -1.8% | -11.9% | +10.1% | +1.9% |
| 3M | -0.7% | -2.6% | +1.9% | -0.5% |
| 6M | +47.9% | -18.2% | +66.1% | +55.3% |
| YTD | +56.9% | -5.9% | +62.8% | +57.0% |
| 1Y | +123.9% | -23.8% | +147.8% | +139.8% |
| 3Y | -1.3% | -33.6% | +32.3% | +9.1% |
| 5Y | +2.8% | -35.7% | +38.4% | +11.9% |
| 10Y | +90.9% | -2.5% | +93.4% | +66.0% |
| All | +4,405.6% | +365.2% | +4,040.4% | +2,172.7% |
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