+31.8%
CLX vs ACWI
+224.5%
-192.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.2% |
| 7D | +9.5% | +2.4% | +7.1% | +8.7% |
| 30D | +30.7% | -1.7% | +32.4% | +31.3% |
| 3M | +4.2% | -3.9% | +8.2% | +5.4% |
| 6M | +22.1% | +0.8% | +21.3% | +21.7% |
| YTD | +14.1% | +11.0% | +3.0% | +10.5% |
| 1Y | +10.3% | +13.1% | -2.8% | +6.3% |
| 3Y | -7.8% | +73.9% | -81.7% | -22.1% |
| 5Y | -20.8% | +59.0% | -79.9% | -32.3% |
| All | +31.8% | +224.5% | -192.7% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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