-47.8%
CLF vs ACM
+5.0%
-52.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.1% |
| 7D | +7.6% | -3.7% | +11.3% | +10.6% |
| 30D | -1.2% | -11.1% | +9.9% | +6.3% |
| 3M | -13.4% | -8.0% | -5.4% | -9.8% |
| 6M | +15.4% | -29.7% | +45.1% | +48.8% |
| YTD | -5.9% | -29.4% | +23.5% | +19.5% |
| 1Y | +18.8% | -46.4% | +65.3% | +92.1% |
| 3Y | -19.4% | -22.3% | +2.9% | -8.8% |
| All | -47.8% | +5.0% | -52.7% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling