-57.6%
CLF vs ACM
+230.8%
-288.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.1% |
| 7D | +7.6% | -3.7% | +11.3% | +11.0% |
| 30D | -1.2% | -11.1% | +9.9% | +6.4% |
| 3M | -13.4% | -8.0% | -5.4% | -9.9% |
| 6M | +15.4% | -29.7% | +45.1% | +48.2% |
| YTD | -5.9% | -29.4% | +23.5% | +19.1% |
| 1Y | +18.8% | -46.4% | +65.3% | +88.1% |
| 3Y | -19.4% | -22.3% | +2.9% | -7.2% |
| 5Y | -47.7% | +4.5% | -52.2% | -52.7% |
| 10Y | +130.4% | +127.6% | +2.7% | +9.0% |
| All | -57.6% | +230.8% | -288.4% | -85.7% |
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