+24.9%
CLF vs VG
-39.3%
+64.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +7.6% | +1.7% | +5.9% | +7.3% |
| 30D | -1.2% | +16.0% | -17.2% | -2.9% |
| 3M | -13.4% | +9.7% | -23.1% | -14.9% |
| 6M | +15.4% | +29.6% | -14.1% | +5.6% |
| YTD | -5.9% | +112.0% | -117.9% | -23.9% |
| 1Y | +18.8% | +12.8% | +6.0% | +8.7% |
| All | +24.9% | -39.3% | +64.2% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling