-25.3%
ACN vs CLX
-25.7%
+0.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | -7.9% | -5.9% | -2.0% | -7.1% |
| 30D | -1.1% | -17.0% | +16.0% | +1.2% |
| 3M | +5.6% | -9.6% | +15.2% | +6.6% |
| 6M | -9.9% | -21.5% | +11.6% | -7.7% |
| YTD | -32.3% | -8.8% | -23.5% | -33.8% |
| 1Y | -25.3% | -24.7% | -0.6% | -23.7% |
| All | -25.3% | -25.7% | +0.4% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling