-75.1%
CLF vs ACWI
+356.8%
-431.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.3% |
| 6M | +15.4% | +12.4% | +3.0% | -6.9% |
| YTD | -5.9% | +15.2% | -21.0% | -27.6% |
| 1Y | +18.8% | +22.7% | -3.9% | -18.0% |
| 3Y | -19.4% | +75.8% | -95.2% | -71.3% |
| 5Y | -47.7% | +67.7% | -115.4% | -79.0% |
| 10Y | +130.4% | +229.0% | -98.6% | -72.9% |
| All | -75.1% | +356.8% | -431.9% | -97.9% |
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