-46.0%
CLF vs ROIV
+433.0%
-479.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.6% | +2.4% | +6.4% |
| 7D | -14.1% | +13.3% | -27.4% | -15.5% |
| 30D | -5.5% | +14.8% | -20.3% | -7.3% |
| 3M | 0.0% | +11.9% | -11.9% | -1.9% |
| 6M | +11.3% | +42.4% | -31.1% | +5.3% |
| YTD | -7.7% | +87.4% | -95.1% | -16.3% |
| 1Y | +17.5% | +97.2% | -79.7% | +5.7% |
| 3Y | -25.4% | +375.7% | -401.1% | -40.1% |
| 5Y | -46.0% | +379.0% | -425.0% | -62.3% |
| All | -46.0% | +433.0% | -479.0% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling