-1.4%
CLX vs ACM
+124.8%
-126.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.9% |
| 7D | -4.9% | -3.7% | -1.3% | -4.6% |
| 30D | -15.8% | -12.7% | -3.2% | -15.0% |
| 3M | -7.9% | -9.8% | +1.9% | -7.3% |
| 6M | -19.0% | -31.4% | +12.4% | -16.9% |
| YTD | -7.9% | -32.1% | +24.1% | -5.6% |
| 1Y | -25.4% | -47.8% | +22.4% | -21.9% |
| 3Y | -35.0% | -22.1% | -12.9% | -34.3% |
| 5Y | -36.8% | +1.8% | -38.6% | -37.1% |
| 10Y | -1.4% | +132.5% | -134.0% | -10.8% |
| All | -1.4% | +124.8% | -126.2% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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