+174.1%
CLX vs ACM
+233.3%
-59.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +13.6% | +5.4% | +8.2% | +12.9% |
| 30D | +23.4% | +15.1% | +8.2% | +21.4% |
| 3M | -2.8% | -10.5% | +7.6% | -1.8% |
| 6M | +14.0% | -19.7% | +33.7% | +16.5% |
| YTD | +4.2% | -28.8% | +33.0% | +7.6% |
| 1Y | -1.2% | -47.9% | +46.7% | +5.6% |
| 3Y | -12.7% | -12.4% | -0.3% | -12.4% |
| 5Y | -26.5% | +0.6% | -27.0% | -27.8% |
| 10Y | +20.2% | +161.3% | -141.1% | +0.9% |
| All | +174.1% | +233.3% | -59.2% | +92.9% |
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 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