-36.2%
CLF vs VIG
+630.3%
-666.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.4% |
| 7D | -19.6% | -1.8% | -17.8% | -16.6% |
| 30D | -5.0% | +2.7% | -7.7% | -10.4% |
| 3M | -6.3% | 0.0% | -6.3% | -6.7% |
| 6M | +2.8% | +6.8% | -4.0% | -9.5% |
| YTD | -13.7% | +12.1% | -25.8% | -30.7% |
| 1Y | +13.6% | +14.8% | -1.3% | -12.9% |
| 3Y | -34.0% | +62.4% | -96.4% | -73.9% |
| 5Y | -48.7% | +59.6% | -108.3% | -78.5% |
| 10Y | +113.4% | +261.5% | -148.0% | -84.1% |
| All | -36.2% | +630.3% | -666.6% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling