-47.0%
CLX vs ACI
+25.9%
-72.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -9.2% | +0.2% | -9.4% | -9.3% |
| 30D | -11.0% | +5.9% | -17.0% | -11.8% |
| 3M | +5.0% | -19.8% | +24.8% | +7.7% |
| 6M | -18.8% | -24.7% | +5.9% | -16.2% |
| YTD | -4.4% | -24.4% | +20.0% | -1.4% |
| 1Y | -21.9% | -31.5% | +9.6% | -18.5% |
| 3Y | -32.8% | -38.7% | +5.9% | -29.1% |
| 5Y | -34.6% | -42.8% | +8.2% | -31.6% |
| All | -47.0% | +25.9% | -72.9% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling