-44.0%
ACN vs CLX
-37.0%
-7.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.4% |
| 7D | -6.3% | -4.9% | -1.4% | -5.4% |
| 30D | -1.4% | -15.8% | +14.4% | +1.7% |
| 3M | +2.6% | -7.9% | +10.5% | +4.1% |
| 6M | -14.3% | -19.0% | +4.7% | -11.2% |
| YTD | -33.1% | -7.9% | -25.2% | -32.7% |
| 1Y | -28.8% | -25.4% | -3.4% | -25.3% |
| 3Y | -43.0% | -35.0% | -7.9% | -39.1% |
| 5Y | -44.0% | -36.8% | -7.3% | -42.9% |
| All | -44.0% | -37.0% | -7.0% | -42.9% |
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