+0.2%
CLF vs ROIV
+280.9%
-280.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | 0.0% |
| 7D | +16.0% | +9.2% | +6.8% | +14.7% |
| 30D | +1.6% | +19.9% | -18.3% | -0.6% |
| 3M | +6.7% | +10.6% | -3.9% | +4.9% |
| 6M | +21.1% | +36.1% | -14.9% | +15.6% |
| YTD | -1.6% | +84.3% | -85.9% | -10.2% |
| 1Y | +18.5% | +87.6% | -69.1% | +7.9% |
| 3Y | -21.0% | +353.9% | -374.9% | -35.5% |
| 5Y | -41.4% | +376.1% | -417.5% | -56.5% |
| All | +0.2% | +280.9% | -280.6% | -27.4% |
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