+392.9%
CLF vs VIAV
+2,600.3%
-2,207.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.6% | +2.4% | -1.9% |
| 7D | +10.4% | +7.9% | +2.5% | +8.3% |
| 30D | +0.6% | -20.3% | +20.9% | +5.6% |
| 3M | +4.1% | -28.5% | +32.7% | +11.1% |
| 6M | +15.1% | -42.7% | +57.8% | +27.1% |
| YTD | -4.7% | +72.4% | -77.1% | -21.3% |
| 1Y | +20.4% | +81.5% | -61.1% | -1.9% |
| 3Y | -23.4% | +293.8% | -317.2% | -49.8% |
| 5Y | -43.3% | +101.4% | -144.7% | -56.9% |
| 10Y | +80.5% | +293.8% | -213.3% | +20.3% |
| All | +392.9% | +2,600.3% | -2,207.4% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling