+20.2%
CLF vs VCLT
-3.2%
+23.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.0% | -10.2% | -10.1% |
| 7D | -7.9% | +0.4% | -8.3% | -8.2% |
| 30D | +5.2% | +3.9% | +1.3% | -0.8% |
| 3M | +4.3% | -1.9% | +6.3% | +8.4% |
| 6M | +25.3% | -2.6% | +27.9% | +33.3% |
| YTD | -3.3% | -3.1% | -0.2% | +1.3% |
| 1Y | +20.2% | -3.6% | +23.8% | +27.5% |
| All | +20.2% | -3.2% | +23.5% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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