+1,697.2%
ACN vs CLX
+424.4%
+1,272.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.9% |
| 7D | -1.5% | -9.2% | +7.7% | +1.3% |
| 30D | +9.4% | -11.0% | +20.4% | +13.1% |
| 3M | +5.6% | +5.0% | +0.6% | +4.0% |
| 6M | -9.3% | -18.8% | +9.6% | -4.3% |
| YTD | -29.0% | -4.4% | -24.6% | -29.0% |
| 1Y | -24.7% | -21.9% | -2.8% | -20.0% |
| 3Y | -39.8% | -32.8% | -7.1% | -34.0% |
| 5Y | -40.9% | -34.6% | -6.4% | -36.2% |
| 10Y | +91.1% | -4.7% | +95.8% | +70.4% |
| All | +1,697.2% | +424.4% | +1,272.8% | +851.1% |
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