+18.8%
CLF vs ACM
-45.8%
+64.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +7.6% | -3.7% | +11.3% | +9.0% |
| 30D | -1.2% | -11.1% | +9.9% | +3.6% |
| 3M | -13.4% | -8.0% | -5.4% | -10.9% |
| 6M | +15.4% | -29.7% | +45.1% | +35.5% |
| YTD | -5.9% | -29.4% | +23.5% | +10.7% |
| 1Y | +18.8% | -46.4% | +65.3% | +64.4% |
| All | +18.8% | -45.8% | +64.6% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling