-47.9%
CLX vs ACI
+21.8%
-69.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.1% |
| 7D | -3.5% | -2.6% | -1.0% | -3.2% |
| 30D | -11.9% | +1.1% | -13.0% | -12.0% |
| 3M | -2.6% | -23.6% | +21.0% | +0.5% |
| 6M | -18.2% | -29.9% | +11.8% | -14.6% |
| YTD | -5.9% | -26.9% | +21.0% | -2.5% |
| 1Y | -23.8% | -34.2% | +10.4% | -20.1% |
| 3Y | -33.6% | -43.6% | +10.0% | -29.2% |
| 5Y | -35.7% | -42.4% | +6.7% | -32.7% |
| All | -47.9% | +21.8% | -69.7% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling