+192.2%
CLX vs ACWI
+356.8%
-164.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -9.2% | +0.5% | -9.7% | -9.4% |
| 30D | -11.0% | +0.9% | -11.9% | -11.3% |
| 3M | +5.0% | +2.4% | +2.6% | +4.0% |
| 6M | -18.8% | +12.4% | -31.2% | -22.2% |
| YTD | -4.4% | +15.2% | -19.6% | -9.3% |
| 1Y | -21.9% | +22.7% | -44.6% | -27.6% |
| 3Y | -32.8% | +75.8% | -108.5% | -45.6% |
| 5Y | -34.6% | +67.7% | -102.3% | -46.7% |
| 10Y | -4.7% | +229.0% | -233.7% | -41.9% |
| All | +192.2% | +356.8% | -164.6% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling