+127.6%
CLF vs VIAV
+407.5%
-279.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.1% |
| 7D | -2.7% | +13.6% | -16.2% | -8.2% |
| 30D | -3.2% | +5.3% | -8.5% | -6.6% |
| 3M | -5.0% | -15.6% | +10.7% | -2.0% |
| 6M | +26.6% | +34.0% | -7.4% | +0.9% |
| YTD | -9.0% | +119.9% | -128.8% | -45.5% |
| 1Y | +11.8% | +235.2% | -223.3% | -48.8% |
| 3Y | -15.1% | +299.8% | -314.9% | -67.3% |
| 5Y | -48.2% | +140.1% | -188.3% | -73.7% |
| 10Y | +127.6% | +420.3% | -292.7% | -43.5% |
| All | +127.6% | +407.5% | -279.9% | -43.5% |
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