-13.3%
CLF vs VIG
+58.6%
-71.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.8% |
| 7D | +7.6% | -0.4% | +8.0% | +8.6% |
| 30D | -1.2% | -1.0% | -0.2% | +0.9% |
| 3M | -13.4% | +2.8% | -16.1% | -17.8% |
| 6M | +15.4% | +8.2% | +7.2% | -0.9% |
| YTD | -5.9% | +11.0% | -16.9% | -23.1% |
| 1Y | +18.8% | +16.1% | +2.7% | -10.2% |
| All | -13.3% | +58.6% | -71.9% | -58.3% |
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