+136.3%
CLF vs ACI
+25.9%
+110.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +7.6% | +0.2% | +7.4% | +7.5% |
| 30D | -1.2% | +5.9% | -7.1% | -2.0% |
| 3M | -13.4% | -19.8% | +6.4% | -11.2% |
| 6M | +15.4% | -24.7% | +40.2% | +19.2% |
| YTD | -5.9% | -24.4% | +18.5% | -3.1% |
| 1Y | +18.8% | -31.5% | +50.3% | +24.9% |
| 3Y | -19.4% | -38.7% | +19.3% | -14.3% |
| 5Y | -47.7% | -42.8% | -4.9% | -45.0% |
| All | +136.3% | +25.9% | +110.4% | +154.5% |
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