+151.6%
CLX vs ACM
+230.8%
-79.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.0% |
| 3M | +5.0% | -8.0% | +13.0% | +5.8% |
| 6M | -18.8% | -29.7% | +10.8% | -15.9% |
| YTD | -4.4% | -29.4% | +25.0% | -1.2% |
| 1Y | -21.9% | -46.4% | +24.6% | -16.8% |
| 3Y | -32.8% | -22.3% | -10.4% | -31.7% |
| 5Y | -34.6% | +4.5% | -39.0% | -36.0% |
| 10Y | -4.7% | +127.6% | -132.3% | -18.5% |
| All | +151.6% | +230.8% | -79.2% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling