-41.5%
ACHR vs CLF
-11.5%
-30.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.6% |
| 7D | +4.9% | +6.5% | -1.6% | +2.7% |
| 30D | +4.3% | +0.2% | +4.0% | +4.0% |
| 3M | +1.7% | -3.1% | +4.8% | +1.3% |
| 6M | -6.9% | +25.0% | -31.9% | -15.0% |
| YTD | -22.5% | -7.5% | -15.0% | -23.2% |
| 1Y | -31.5% | +11.5% | -43.0% | -36.9% |
| 3Y | -14.4% | -13.7% | -0.7% | -20.7% |
| 5Y | -41.6% | -47.0% | +5.3% | -41.1% |
| All | -41.5% | -11.5% | -30.1% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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