-37.5%
CLX vs ACI
+33.9%
-71.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +1.1% |
| 7D | +8.5% | -0.5% | +9.0% | +8.6% |
| 30D | +30.0% | +4.9% | +25.1% | +29.0% |
| 3M | +3.8% | +11.1% | -7.3% | +2.1% |
| 6M | +24.6% | -14.9% | +39.5% | +26.4% |
| YTD | +12.8% | -19.6% | +32.4% | +15.1% |
| 1Y | +8.6% | -22.7% | +31.3% | +11.4% |
| 3Y | -8.6% | -31.2% | +22.6% | -5.3% |
| 5Y | -21.8% | -42.3% | +20.6% | -18.5% |
| All | -37.5% | +33.9% | -71.4% | -44.1% |
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