+20.2%
CLF vs VIG
+19.5%
+0.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.1% | -11.3% | -13.5% |
| 7D | -7.9% | +2.7% | -10.6% | -13.5% |
| 30D | +5.2% | +7.0% | -1.8% | -11.2% |
| 3M | +4.3% | +4.0% | +0.3% | -5.2% |
| 6M | +25.3% | +12.3% | +13.0% | -5.1% |
| YTD | -3.3% | +16.4% | -19.7% | -31.7% |
| 1Y | +20.2% | +19.2% | +1.0% | -18.7% |
| All | +20.2% | +19.5% | +0.7% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling