+18.5%
CLF vs ROIV
+91.0%
-72.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | 0.0% |
| 7D | +16.0% | +9.2% | +6.8% | +14.9% |
| 30D | +1.6% | +19.9% | -18.3% | -0.2% |
| 3M | +6.7% | +10.6% | -3.9% | +5.3% |
| 6M | +21.1% | +36.1% | -14.9% | +15.2% |
| YTD | -1.6% | +84.3% | -85.9% | -13.6% |
| 1Y | +18.5% | +87.6% | -69.1% | +2.9% |
| All | +18.5% | +91.0% | -72.5% | +2.9% |
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