-17.5%
CLF vs ACWI
+76.1%
-93.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.9% |
| 7D | +7.6% | +0.5% | +7.1% | +6.5% |
| 30D | -1.2% | +0.9% | -2.1% | -2.8% |
| 3M | -13.4% | +2.4% | -15.8% | -17.2% |
| 6M | +15.4% | +12.4% | +3.0% | -6.5% |
| YTD | -5.9% | +15.2% | -21.0% | -27.4% |
| 1Y | +18.8% | +22.7% | -3.9% | -17.4% |
| All | -17.5% | +76.1% | -93.7% | -64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling