+12.6%
CLF vs VG
-51.4%
+64.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.0% | -8.2% | -11.8% |
| 7D | -21.0% | -22.0% | +1.0% | -18.8% |
| 30D | -8.0% | -14.7% | +6.7% | -6.4% |
| 3M | -10.9% | -7.1% | -3.8% | -10.5% |
| 6M | +5.8% | -11.2% | +17.0% | +5.3% |
| YTD | -15.1% | +69.8% | -85.0% | -29.9% |
| 1Y | +7.2% | +49.9% | -42.6% | -9.3% |
| All | +12.6% | -51.4% | +64.0% | +6.9% |
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