-42.7%
ACHR vs CLF
-9.9%
-32.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.4% |
| 7D | -0.7% | +7.6% | -8.3% | -3.0% |
| 30D | +9.8% | -1.2% | +11.0% | +10.0% |
| 3M | -10.5% | -13.4% | +2.9% | -7.5% |
| 6M | -15.5% | +15.4% | -31.0% | -21.0% |
| YTD | -24.1% | -5.9% | -18.2% | -25.2% |
| 1Y | -32.4% | +18.8% | -51.2% | -39.1% |
| 3Y | -11.6% | -19.4% | +7.8% | -16.3% |
| 5Y | -42.9% | -47.7% | +4.8% | -42.4% |
| All | -42.7% | -9.9% | -32.8% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling