-47.8%
CLF vs VFC
-79.1%
+31.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.0% |
| 7D | +7.6% | -1.6% | +9.2% | +8.1% |
| 30D | -1.2% | -11.6% | +10.4% | +2.7% |
| 3M | -13.4% | -18.1% | +4.7% | -8.6% |
| 6M | +15.4% | -27.4% | +42.8% | +26.3% |
| YTD | -5.9% | -24.8% | +18.9% | +1.2% |
| 1Y | +18.8% | -8.2% | +27.0% | +18.0% |
| 3Y | -19.4% | -29.1% | +9.7% | -20.1% |
| All | -47.8% | -79.1% | +31.3% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling