-3.0%
CLF vs ROIV
+276.5%
-279.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -3.1% |
| 7D | +10.4% | +1.7% | +8.7% | +10.2% |
| 30D | +0.6% | +17.6% | -17.0% | -1.4% |
| 3M | +4.1% | +9.0% | -4.8% | +2.6% |
| 6M | +15.1% | +35.3% | -20.2% | +9.9% |
| YTD | -4.7% | +82.2% | -86.9% | -12.9% |
| 1Y | +20.4% | +92.3% | -71.9% | +9.2% |
| 3Y | -23.4% | +336.8% | -360.2% | -37.2% |
| 5Y | -43.3% | +370.6% | -413.9% | -57.8% |
| All | -3.0% | +276.5% | -279.5% | -29.7% |
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