+387.0%
CLF vs VIAV
+2,964.2%
-2,577.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.9% |
| 7D | +7.6% | -4.6% | +12.2% | +8.7% |
| 30D | -1.2% | -10.4% | +9.2% | +0.8% |
| 3M | -13.4% | -34.5% | +21.1% | -6.0% |
| 6M | +15.4% | +7.0% | +8.5% | +9.8% |
| YTD | -5.9% | +95.6% | -101.5% | -23.6% |
| 1Y | +18.8% | +197.2% | -178.4% | -14.1% |
| 3Y | -19.4% | +232.0% | -251.4% | -44.3% |
| 5Y | -47.7% | +102.2% | -149.9% | -59.9% |
| 10Y | +130.4% | +344.6% | -214.3% | +51.4% |
| All | +387.0% | +2,964.2% | -2,577.2% | +97.1% |
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