+80.1%
CLF vs VIG
+267.0%
-186.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.6% | +2.8% |
| 7D | -14.1% | +0.4% | -14.5% | -14.5% |
| 30D | -5.5% | +4.3% | -9.8% | -12.3% |
| 3M | 0.0% | +2.0% | -2.0% | -3.6% |
| 6M | +11.3% | +10.2% | +1.1% | -5.2% |
| YTD | -7.7% | +14.8% | -22.5% | -26.0% |
| 1Y | +17.5% | +17.5% | +0.1% | -9.1% |
| 3Y | -25.4% | +67.4% | -92.8% | -66.5% |
| 5Y | -46.0% | +63.4% | -109.3% | -73.8% |
| 10Y | +80.1% | +259.9% | -179.8% | -71.2% |
| All | +80.1% | +267.0% | -186.9% | -71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling