+80.4%
CLF vs VIAV
+315.1%
-234.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +16.0% | +23.7% | -7.8% | +6.0% |
| 30D | +1.6% | -21.2% | +22.8% | +10.6% |
| 3M | +6.7% | -24.5% | +31.2% | +15.9% |
| 6M | +21.1% | -39.1% | +60.2% | +39.0% |
| YTD | -1.6% | +82.6% | -84.2% | -37.4% |
| 1Y | +18.5% | +82.7% | -64.2% | -24.8% |
| 3Y | -21.0% | +315.1% | -336.1% | -71.5% |
| 5Y | -41.4% | +113.4% | -154.8% | -69.5% |
| All | +80.4% | +315.1% | -234.6% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling