+401.0%
CLF vs VIAV
+2,625.8%
-2,224.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.0% | +7.9% | +5.6% |
| 7D | -9.1% | +3.2% | -12.2% | -9.7% |
| 30D | -0.9% | -31.8% | +30.9% | +7.9% |
| 3M | +3.0% | -16.6% | +19.6% | +5.7% |
| 6M | +16.7% | -39.4% | +56.1% | +27.2% |
| YTD | -3.2% | +74.0% | -77.2% | -20.2% |
| 1Y | +24.6% | +70.8% | -46.1% | +3.2% |
| 3Y | -22.3% | +295.5% | -317.8% | -49.2% |
| 5Y | -41.2% | +103.3% | -144.5% | -55.4% |
| 10Y | +83.5% | +300.1% | -216.6% | +21.9% |
| All | +401.0% | +2,625.8% | -2,224.7% | +105.8% |
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