+116.3%
CLF vs VIG
+240.3%
-124.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -0.3% |
| 7D | +6.5% | -0.4% | +6.9% | +7.3% |
| 30D | +0.2% | -2.1% | +2.3% | +4.0% |
| 3M | -3.1% | +3.3% | -6.4% | -8.0% |
| 6M | +25.0% | +9.3% | +15.7% | +8.6% |
| YTD | -7.5% | +10.1% | -17.6% | -20.3% |
| 1Y | +11.5% | +14.7% | -3.2% | -9.5% |
| 3Y | -13.7% | +56.9% | -70.6% | -57.0% |
| 5Y | -47.0% | +62.9% | -109.9% | -74.2% |
| 10Y | +116.3% | +241.3% | -125.0% | -72.7% |
| All | +116.3% | +240.3% | -124.0% | -72.7% |
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 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