-41.4%
CLF vs ACI
-41.9%
+0.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +16.0% | -0.5% | +16.4% | +16.0% |
| 30D | +1.6% | +4.9% | -3.3% | +0.8% |
| 3M | +6.7% | +11.1% | -4.4% | +4.8% |
| 6M | +21.1% | -14.9% | +36.1% | +23.5% |
| YTD | -1.6% | -19.6% | +18.0% | +1.0% |
| 1Y | +18.5% | -22.7% | +41.2% | +23.2% |
| 3Y | -21.0% | -31.2% | +10.2% | -16.9% |
| 5Y | -41.4% | -42.3% | +0.9% | -38.3% |
| All | -41.4% | -41.9% | +0.5% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling