-41.8%
CLF vs ACWI
+58.7%
-100.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.7% |
| 7D | +10.4% | +2.4% | +7.9% | +5.9% |
| 30D | +0.6% | -1.7% | +2.2% | +3.9% |
| 3M | +4.1% | -3.9% | +8.0% | +12.2% |
| 6M | +15.1% | +0.8% | +14.3% | +14.4% |
| YTD | -4.7% | +11.0% | -15.8% | -19.7% |
| 1Y | +20.4% | +13.1% | +7.3% | -1.6% |
| 3Y | -23.4% | +73.9% | -97.3% | -67.8% |
| All | -41.8% | +58.7% | -100.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling