-61.1%
CLF vs ACM
+233.3%
-294.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -19.6% | +5.4% | -24.9% | -23.1% |
| 30D | -5.0% | +15.1% | -20.1% | -15.9% |
| 3M | -6.3% | -10.5% | +4.2% | -0.8% |
| 6M | +2.8% | -19.7% | +22.5% | +17.2% |
| YTD | -13.7% | -28.8% | +15.1% | +7.3% |
| 1Y | +13.6% | -47.9% | +61.4% | +81.1% |
| 3Y | -34.0% | -12.4% | -21.6% | -32.1% |
| 5Y | -48.7% | +0.6% | -49.3% | -52.4% |
| 10Y | +113.4% | +161.3% | -47.8% | -10.9% |
| All | -61.1% | +233.3% | -294.4% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling