-41.9%
ACN vs CLX
-34.1%
-7.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.9% |
| 7D | -4.8% | -3.5% | -1.3% | -4.2% |
| 30D | +1.9% | -11.9% | +13.8% | +4.0% |
| 3M | +3.9% | -2.6% | +6.5% | +4.5% |
| 6M | -15.0% | -18.2% | +3.1% | -12.2% |
| YTD | -31.9% | -5.9% | -26.0% | -31.9% |
| 1Y | -28.5% | -23.8% | -4.7% | -25.5% |
| 3Y | -41.9% | -33.6% | -8.3% | -38.2% |
| All | -41.9% | -34.1% | -7.8% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling