+630.6%
CLF vs VFC
+1,340.0%
-709.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.6% |
| 7D | -19.6% | +11.2% | -30.8% | -23.6% |
| 30D | -5.0% | +41.5% | -46.5% | -19.6% |
| 3M | -6.3% | +38.9% | -45.2% | -20.3% |
| 6M | +2.8% | +6.1% | -3.4% | -2.5% |
| YTD | -13.7% | +14.5% | -28.3% | -22.1% |
| 1Y | +13.6% | +46.0% | -32.4% | -9.1% |
| 3Y | -34.0% | +36.4% | -70.4% | -55.0% |
| 5Y | -48.7% | -67.5% | +18.8% | -30.6% |
| 10Y | +113.4% | -45.8% | +159.3% | +122.4% |
| All | +630.6% | +1,340.0% | -709.4% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling