-12.1%
CLF vs ROIV
+270.3%
-282.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.5% | +0.9% |
| 7D | -19.6% | +5.3% | -24.9% | -20.1% |
| 30D | -5.0% | +11.9% | -16.9% | -6.3% |
| 3M | -6.3% | +10.7% | -17.0% | -7.9% |
| 6M | +2.8% | +34.9% | -32.1% | -1.8% |
| YTD | -13.7% | +79.2% | -92.9% | -21.0% |
| 1Y | +13.6% | +89.0% | -75.4% | +3.3% |
| 3Y | -34.0% | +337.3% | -371.3% | -45.9% |
| 5Y | -48.7% | +402.3% | -451.1% | -62.0% |
| All | -12.1% | +270.3% | -282.4% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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