+2,325.1%
ACN vs CLX
+518.6%
+1,806.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.8% |
| 7D | -5.7% | +8.5% | -14.3% | -8.1% |
| 30D | +17.0% | +30.0% | -12.9% | +8.1% |
| 3M | +39.9% | +3.8% | +36.1% | +37.9% |
| 6M | +50.2% | +24.6% | +25.6% | +39.9% |
| YTD | -4.2% | +12.8% | -16.9% | -8.9% |
| 1Y | +4.3% | +8.6% | -4.3% | +0.2% |
| 3Y | -17.1% | -8.6% | -8.5% | -17.2% |
| 5Y | -26.5% | -21.8% | -4.7% | -24.8% |
| 10Y | +147.7% | +30.4% | +117.3% | +98.2% |
| All | +2,325.1% | +518.6% | +1,806.5% | +1,119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling