-13.6%
CLF vs ROIV
+248.8%
-262.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.2% | -8.0% | -11.7% |
| 7D | -21.0% | -2.4% | -18.6% | -20.8% |
| 30D | -8.0% | +3.1% | -11.1% | -8.4% |
| 3M | -10.9% | +5.8% | -16.7% | -12.0% |
| 6M | +5.8% | +29.3% | -23.5% | +1.6% |
| YTD | -15.1% | +68.8% | -83.9% | -21.7% |
| 1Y | +7.2% | +81.0% | -73.8% | -2.0% |
| 3Y | -34.2% | +294.6% | -328.8% | -45.4% |
| 5Y | -49.6% | +373.1% | -422.7% | -62.4% |
| All | -13.6% | +248.8% | -262.3% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling