Context. We address the physics behind the soft X-ray light curve asymmetries in Cygnus X-3, a well-known microquasar. Aims. Observable effects of the jet close to the line-of-sight were investigated and interpreted within the frame of light curve physics. Methods. The path of a hypothetical imprint of the jet, advected by the Wolf-Rayet-wind, was computed and its crossing with the lineof-sight during the binary orbit determined. We explored the possibility that physically this "imprint" is a formation of dense clumps triggered by jet bow shocks in the wind ("clumpy trail"). Models for X-ray continuum and emission line light curves were constructed using two absorbers: mass columns along the line-of-sight of i) the WR wind and ii) the clumpy trail, as seen from the compact star. These model light curves were compared with the observed ones from the RXTE/ASM (continuum) and Chandra/HETG (emission lines). Results. We show that the shapes of the Cyg X-3 light curves can be explained by the two absorbers using the inclination and true anomaly angles of the jet as derived from gamma-ray Fermi/LAT observations. The clumpy trail absorber is much larger for the lines than for the continuum. We suggest that the clumpy trail is a mixture of equilibrium and hot (shock heated) clumps. Conclusions. A possible way for studying jets in binary stars when the jet axis and the line-of-sight are close to each other is demonstrated. The X-ray continuum and emission line light curves of Cygnus X-3 can be explained by two absorbers: the WR companion wind plus an absorber lying in the jet path (clumpy trail). We propose that the clumpy trail absorber is due to dense clumps triggered by jet bow shocks.