+13.6%
CLF vs VG
+48.6%
-35.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -19.6% | -22.0% | +2.5% | -20.3% |
| 30D | -5.0% | -11.6% | +6.7% | -5.3% |
| 3M | -6.3% | -14.9% | +8.6% | -6.7% |
| 6M | +2.8% | -3.5% | +6.3% | +2.9% |
| YTD | -13.7% | +70.0% | -83.7% | -27.2% |
| 1Y | +13.6% | +50.0% | -36.4% | -1.3% |
| All | +13.6% | +48.6% | -35.1% | -1.3% |
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