+131.8%
CLF vs ACI
+31.1%
+100.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.9% | +6.0% | +6.9% |
| 7D | -14.1% | -5.9% | -8.2% | -13.5% |
| 30D | -5.5% | +7.2% | -12.8% | -6.5% |
| 3M | 0.0% | +8.8% | -8.8% | -1.3% |
| 6M | +11.3% | -17.2% | +28.4% | +13.2% |
| YTD | -7.7% | -21.3% | +13.6% | -5.6% |
| 1Y | +17.5% | -23.7% | +41.3% | +21.1% |
| 3Y | -25.4% | -32.8% | +7.4% | -22.2% |
| 5Y | -46.0% | -41.4% | -4.6% | -43.2% |
| All | +131.8% | +31.1% | +100.6% | +147.9% |
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