+87.5%
CLF vs ACWI
+227.3%
-139.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +0.1% |
| 7D | +2.3% | -0.7% | +3.0% | +4.2% |
| 30D | +1.9% | -2.0% | +3.9% | +6.0% |
| 3M | +5.9% | -2.2% | +8.0% | +10.4% |
| 6M | +16.9% | +1.9% | +15.0% | +14.0% |
| YTD | -1.1% | +12.0% | -13.0% | -18.0% |
| 1Y | +28.8% | +12.5% | +16.3% | +6.2% |
| 3Y | -20.6% | +75.4% | -96.0% | -68.5% |
| 5Y | -41.5% | +61.5% | -103.0% | -72.2% |
| 10Y | +87.5% | +227.1% | -139.6% | -71.8% |
| All | +87.5% | +227.3% | -139.8% | -71.8% |
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