-44.0%
ACHR vs CLX
-47.5%
+3.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.5% |
| 7D | -2.3% | -5.7% | +3.4% | -1.5% |
| 30D | -11.3% | -17.0% | +5.7% | -9.0% |
| 3M | +5.3% | -9.7% | +15.0% | +6.9% |
| 6M | -13.2% | -19.8% | +6.6% | -10.7% |
| YTD | -25.8% | -9.8% | -15.9% | -24.5% |
| 1Y | -34.3% | -26.2% | -8.1% | -31.7% |
| 3Y | -19.9% | -36.2% | +16.2% | -16.9% |
| 5Y | -42.7% | -38.3% | -4.3% | -41.4% |
| All | -44.0% | -47.5% | +3.5% | -45.1% |
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