-51.4%
CLF vs VFC
-67.4%
+16.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.6% |
| 7D | -19.6% | +11.2% | -30.8% | -22.4% |
| 30D | -5.0% | +41.5% | -46.5% | -15.3% |
| 3M | -6.3% | +38.9% | -45.2% | -16.2% |
| 6M | +2.8% | +6.1% | -3.4% | -0.7% |
| YTD | -13.7% | +14.5% | -28.3% | -19.3% |
| 1Y | +13.6% | +46.0% | -32.4% | -2.1% |
| 3Y | -34.0% | +36.4% | -70.4% | -47.8% |
| All | -51.4% | -67.4% | +16.0% | -24.5% |
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