+151.8%
ACN vs CLX
+30.5%
+121.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.7% |
| 7D | -5.7% | +8.5% | -14.3% | -7.4% |
| 30D | +17.0% | +30.0% | -12.9% | +10.6% |
| 3M | +39.9% | +3.8% | +36.1% | +38.4% |
| 6M | +50.2% | +24.6% | +25.6% | +43.0% |
| YTD | -4.2% | +12.8% | -16.9% | -7.6% |
| 1Y | +4.3% | +8.6% | -4.3% | +1.3% |
| 3Y | -17.1% | -8.6% | -8.5% | -17.2% |
| 5Y | -26.5% | -21.8% | -4.7% | -25.4% |
| All | +151.8% | +30.5% | +121.3% | +111.7% |
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 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