+20.8%
CLF vs VG
-35.7%
+56.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -2.0% |
| 7D | -2.7% | +3.8% | -6.5% | -3.0% |
| 30D | -3.2% | +7.2% | -10.4% | -4.0% |
| 3M | -5.0% | +22.8% | -27.7% | -7.8% |
| 6M | +26.6% | +33.2% | -6.6% | +16.2% |
| YTD | -9.0% | +124.8% | -133.8% | -26.8% |
| 1Y | +11.8% | +15.8% | -4.0% | +2.5% |
| All | +20.8% | -35.7% | +56.5% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling