+80.1%
CLF vs ACM
+147.1%
-67.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.2% | +1.8% | +2.7% |
| 7D | -14.1% | +6.9% | -21.0% | -18.6% |
| 30D | -5.5% | +19.1% | -24.6% | -18.5% |
| 3M | 0.0% | -6.9% | +6.9% | +3.0% |
| 6M | +11.3% | -12.0% | +23.3% | +18.2% |
| YTD | -7.7% | -25.1% | +17.4% | +11.2% |
| 1Y | +17.5% | -45.4% | +63.0% | +84.7% |
| 3Y | -25.4% | -6.9% | -18.5% | -27.5% |
| 5Y | -46.0% | +3.7% | -49.7% | -51.7% |
| 10Y | +80.1% | +135.8% | -55.7% | -11.1% |
| All | +80.1% | +147.1% | -67.0% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling