-61.8%
CLF vs ACM
+233.2%
-295.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.2% | -10.1% | -10.5% |
| 7D | -21.0% | +5.1% | -26.0% | -24.3% |
| 30D | -8.0% | +11.5% | -19.5% | -16.5% |
| 3M | -10.9% | -10.5% | -0.5% | -5.7% |
| 6M | +5.8% | -20.4% | +26.2% | +21.4% |
| YTD | -15.1% | -28.9% | +13.7% | +5.6% |
| 1Y | +7.2% | -48.7% | +55.9% | +73.4% |
| 3Y | -34.2% | -12.5% | -21.7% | -32.2% |
| 5Y | -49.6% | +0.5% | -50.1% | -53.2% |
| 10Y | +109.9% | +161.2% | -51.3% | -12.4% |
| All | -61.8% | +233.2% | -295.0% | -87.3% |
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