-13.7%
CLF vs VIAV
+290.6%
-304.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.2% | -12.8% | -4.0% |
| 7D | +6.5% | +11.3% | -4.8% | +3.9% |
| 30D | +0.2% | -1.0% | +1.2% | 0.0% |
| 3M | -3.1% | -20.5% | +17.4% | +0.4% |
| 6M | +25.0% | +39.0% | -14.0% | +12.4% |
| YTD | -7.5% | +117.5% | -124.9% | -25.7% |
| 1Y | +11.5% | +233.8% | -222.2% | -21.8% |
| 3Y | -13.7% | +295.4% | -309.1% | -44.9% |
| All | -13.7% | +290.6% | -304.3% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling