-32.0%
CLX vs ACM
-21.7%
-10.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -9.2% | -3.7% | -5.5% | -8.8% |
| 30D | -11.0% | -11.1% | +0.1% | -9.9% |
| 3M | +5.0% | -8.0% | +13.0% | +5.8% |
| 6M | -18.8% | -29.7% | +10.8% | -15.7% |
| YTD | -4.4% | -29.4% | +25.0% | -1.1% |
| 1Y | -21.9% | -46.4% | +24.6% | -15.8% |
| All | -32.0% | -21.7% | -10.3% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling