+116.3%
CLF vs VFC
-69.1%
+185.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.9% |
| 7D | +6.5% | +0.8% | +5.7% | +6.1% |
| 30D | +0.2% | -11.9% | +12.2% | +5.9% |
| 3M | -3.1% | -20.2% | +17.1% | +5.4% |
| 6M | +25.0% | -23.0% | +48.0% | +37.4% |
| YTD | -7.5% | -26.2% | +18.8% | +2.8% |
| 1Y | +11.5% | -13.3% | +24.9% | +12.5% |
| 3Y | -13.7% | -25.5% | +11.8% | -23.3% |
| 5Y | -47.0% | -78.1% | +31.1% | +1.1% |
| 10Y | +116.3% | -68.8% | +185.1% | +215.9% |
| All | +116.3% | -69.1% | +185.4% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VFC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling