-34.0%
CLF vs VIG
+62.5%
-96.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.5% |
| 7D | -19.6% | -1.8% | -17.8% | -16.5% |
| 30D | -5.0% | +2.7% | -7.7% | -10.7% |
| 3M | -6.3% | 0.0% | -6.3% | -6.7% |
| 6M | +2.8% | +6.8% | -4.0% | -10.3% |
| YTD | -13.7% | +12.1% | -25.8% | -31.4% |
| 1Y | +13.6% | +14.8% | -1.3% | -13.9% |
| 3Y | -34.0% | +62.4% | -96.4% | -71.7% |
| All | -34.0% | +62.5% | -96.5% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling