-12.7%
CLX vs ACI
-35.7%
+23.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.8% |
| 7D | +13.6% | -2.2% | +15.8% | +13.9% |
| 30D | +23.4% | +10.3% | +13.1% | +21.1% |
| 3M | -2.8% | +7.2% | -10.0% | -4.2% |
| 6M | +14.0% | -18.0% | +32.0% | +16.6% |
| YTD | +4.2% | -22.0% | +26.2% | +7.2% |
| 1Y | -1.2% | -23.4% | +22.2% | +2.0% |
| 3Y | -12.7% | -35.8% | +23.1% | -8.3% |
| All | -12.7% | -35.7% | +23.0% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling