-77.6%
CLF vs ACWI
+330.1%
-407.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.8% | -8.4% | -4.9% |
| 7D | -21.0% | -4.0% | -17.0% | -14.4% |
| 30D | -8.0% | -5.8% | -2.2% | +3.5% |
| 3M | -10.9% | -5.0% | -5.9% | -1.4% |
| 6M | +5.8% | +0.7% | +5.1% | +5.2% |
| YTD | -15.1% | +8.4% | -23.6% | -26.6% |
| 1Y | +7.2% | +10.1% | -2.9% | -9.8% |
| 3Y | -34.2% | +70.8% | -104.9% | -75.2% |
| 5Y | -49.6% | +55.4% | -105.0% | -76.5% |
| 10Y | +109.9% | +223.3% | -113.4% | -74.6% |
| All | -77.6% | +330.1% | -407.7% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling