+50.2%
ACN vs CLX
+24.1%
+26.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.8% |
| 7D | -5.7% | +8.5% | -14.3% | -8.2% |
| 30D | +17.0% | +30.0% | -12.9% | +7.0% |
| 3M | +39.9% | +3.8% | +36.1% | +36.1% |
| 6M | +50.2% | +24.6% | +25.6% | +49.0% |
| All | +50.2% | +24.1% | +26.1% | +49.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling