+80.4%
CLF vs ACWI
+225.4%
-144.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | +0.5% |
| 7D | +16.0% | +2.7% | +13.3% | +10.7% |
| 30D | +1.6% | -2.6% | +4.2% | +6.8% |
| 3M | +6.7% | -3.2% | +9.9% | +13.4% |
| 6M | +21.1% | +1.9% | +19.3% | +18.1% |
| YTD | -1.6% | +11.3% | -12.9% | -17.6% |
| 1Y | +18.5% | +11.7% | +6.8% | -1.0% |
| 3Y | -21.0% | +74.4% | -95.4% | -68.3% |
| 5Y | -41.4% | +59.5% | -100.9% | -71.5% |
| All | +80.4% | +225.4% | -144.9% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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