-59.6%
ACHR vs CLF
-8.9%
-50.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.2% | -3.7% | -5.9% |
| 7D | -9.2% | +10.4% | -19.6% | -11.9% |
| 30D | -1.0% | +0.6% | -1.5% | -2.0% |
| 3M | -42.2% | +4.1% | -46.3% | -43.6% |
| 6M | -38.2% | +15.1% | -53.3% | -42.5% |
| YTD | -46.4% | -4.7% | -41.7% | -47.9% |
| 1Y | -49.4% | +20.4% | -69.7% | -54.3% |
| 3Y | -22.5% | -23.4% | +0.9% | -26.1% |
| 5Y | -29.8% | -43.3% | +13.5% | -30.5% |
| All | -59.6% | -8.9% | -50.7% | -64.3% |
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