+13.6%
CLF vs ROIV
+93.5%
-79.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.5% | +1.0% |
| 7D | -19.6% | +5.3% | -24.9% | -19.9% |
| 30D | -5.0% | +11.9% | -16.9% | -6.1% |
| 3M | -6.3% | +10.7% | -17.0% | -7.7% |
| 6M | +2.8% | +34.9% | -32.1% | -2.6% |
| YTD | -13.7% | +79.2% | -92.9% | -24.5% |
| 1Y | +13.6% | +89.0% | -75.4% | -4.4% |
| All | +13.6% | +93.5% | -79.9% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling