+20.2%
CLF vs VG
+47.2%
-27.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -7.7% | -1.5% | -9.4% |
| 7D | -7.9% | -16.4% | +8.5% | -8.5% |
| 30D | +5.2% | -10.8% | +16.0% | +4.8% |
| 3M | +4.3% | -6.3% | +10.6% | +4.4% |
| 6M | +25.3% | -12.5% | +37.8% | +25.6% |
| YTD | -3.3% | +76.9% | -80.2% | -18.7% |
| 1Y | +20.2% | +51.8% | -31.6% | +5.1% |
| All | +20.2% | +47.2% | -27.0% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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