+116.6%
CLF vs ACI
+29.9%
+86.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.1% |
| 7D | -19.6% | -2.2% | -17.4% | -19.4% |
| 30D | -5.0% | +10.3% | -15.3% | -6.3% |
| 3M | -6.3% | +7.2% | -13.5% | -7.3% |
| 6M | +2.8% | -18.0% | +20.8% | +4.7% |
| YTD | -13.7% | -22.0% | +8.3% | -11.7% |
| 1Y | +13.6% | -23.4% | +36.9% | +16.7% |
| 3Y | -34.0% | -35.8% | +1.8% | -30.4% |
| 5Y | -48.7% | -43.7% | -5.1% | -45.9% |
| All | +116.6% | +29.9% | +86.7% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling