-35.1%
CLF vs ROIV
+290.8%
-325.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.2% | -8.0% | -11.2% |
| 7D | -21.0% | -2.4% | -18.6% | -20.5% |
| 30D | -8.0% | +3.1% | -11.1% | -8.8% |
| 3M | -10.9% | +5.8% | -16.7% | -13.2% |
| 6M | +5.8% | +29.3% | -23.5% | -3.8% |
| YTD | -15.1% | +68.8% | -83.9% | -30.9% |
| 1Y | +7.2% | +81.0% | -73.8% | -15.2% |
| All | -35.1% | +290.8% | -325.9% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling