-22.6%
CLX vs ACM
+1.1%
-23.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +9.5% | +5.6% | +3.9% | +8.5% |
| 30D | +30.7% | +20.8% | +9.9% | +26.9% |
| 3M | +4.2% | +11.4% | -7.2% | +2.4% |
| 6M | +22.1% | +0.9% | +21.2% | +21.3% |
| YTD | +14.1% | -24.8% | +38.9% | +17.1% |
| 1Y | +10.3% | -46.4% | +56.7% | +19.0% |
| 3Y | -7.8% | -9.2% | +1.4% | -9.4% |
| All | -22.6% | +1.1% | -23.7% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling