-64.8%
CLF vs VCIT
+98.3%
-163.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | -0.3% | +7.9% | +7.9% |
| 30D | -1.2% | -0.8% | -0.4% | -0.6% |
| 3M | -13.4% | -1.0% | -12.4% | -12.7% |
| 6M | +15.4% | -1.8% | +17.3% | +17.3% |
| YTD | -5.9% | -0.7% | -5.2% | -5.2% |
| 1Y | +18.8% | +1.0% | +17.8% | +18.5% |
| 3Y | -19.4% | +18.8% | -38.3% | -27.9% |
| 5Y | -47.7% | +3.5% | -51.2% | -50.8% |
| 10Y | +130.4% | +29.2% | +101.2% | +122.5% |
| All | -64.8% | +98.3% | -163.0% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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