-22.6%
ACN vs CLX
-23.2%
+0.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | +1.6% | +13.6% | -12.1% | -1.1% |
| 30D | +24.6% | +29.1% | -4.4% | +18.4% |
| 3M | +46.2% | +1.6% | +44.6% | +45.1% |
| 6M | +46.2% | +18.7% | +27.5% | +41.0% |
| YTD | -0.9% | +11.1% | -12.0% | -4.1% |
| 1Y | +8.8% | +7.0% | +1.8% | +6.0% |
| 3Y | -14.3% | -10.0% | -4.3% | -14.2% |
| 5Y | -22.6% | -22.6% | 0.0% | -22.2% |
| All | -22.6% | -23.2% | +0.6% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling