+18.3%
CLX vs ACM
+134.9%
-116.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +13.6% | +5.4% | +8.2% | +13.1% |
| 30D | +23.4% | +15.1% | +8.2% | +21.9% |
| 3M | -2.8% | -10.5% | +7.6% | -2.2% |
| 6M | +14.0% | -19.7% | +33.7% | +15.6% |
| YTD | +4.2% | -28.8% | +33.0% | +6.4% |
| 1Y | -1.2% | -47.9% | +46.7% | +3.3% |
| 3Y | -12.7% | -12.4% | -0.3% | -12.4% |
| 5Y | -26.5% | +0.6% | -27.0% | -27.0% |
| All | +18.3% | +134.9% | -116.6% | +8.5% |
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