-39.5%
ACN vs CLF
-18.8%
-20.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -3.5% |
| 7D | -1.5% | +7.6% | -9.1% | -2.2% |
| 30D | +9.4% | -1.2% | +10.6% | +9.4% |
| 3M | +5.6% | -13.4% | +19.0% | +6.6% |
| 6M | -9.3% | +15.4% | -24.7% | -11.2% |
| YTD | -29.0% | -5.9% | -23.1% | -29.4% |
| 1Y | -24.7% | +18.8% | -43.5% | -27.8% |
| All | -39.5% | -18.8% | -20.7% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling