+148.4%
CLF vs ACI
+32.1%
+116.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.5% | +2.3% |
| 7D | +2.3% | -5.3% | +7.6% | +3.0% |
| 30D | +1.9% | +5.0% | -3.1% | +1.2% |
| 3M | +5.9% | +7.5% | -1.6% | +4.7% |
| 6M | +16.9% | -16.0% | +32.9% | +18.7% |
| YTD | -1.1% | -20.6% | +19.6% | +1.1% |
| 1Y | +28.8% | -23.5% | +52.4% | +32.7% |
| 3Y | -20.6% | -32.1% | +11.5% | -17.3% |
| 5Y | -41.5% | -42.5% | +1.0% | -38.4% |
| All | +148.4% | +32.1% | +116.3% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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