-22.3%
CLF vs ACI
-31.6%
+9.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +5.1% |
| 7D | -9.1% | -0.6% | -8.4% | -9.1% |
| 30D | -0.9% | +9.5% | -10.5% | 0.0% |
| 3M | +3.0% | +10.1% | -7.1% | +4.1% |
| 6M | +16.7% | -15.4% | +32.1% | +17.4% |
| YTD | -3.2% | -19.5% | +16.4% | -2.7% |
| 1Y | +24.6% | -21.0% | +45.6% | +25.6% |
| 3Y | -22.3% | -31.2% | +8.9% | -21.1% |
| All | -22.3% | -31.6% | +9.3% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling