-31.8%
CLF vs VIG
+648.1%
-679.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.6% | +2.1% |
| 7D | -14.1% | +0.4% | -14.5% | -14.7% |
| 30D | -5.5% | +4.3% | -9.8% | -13.6% |
| 3M | 0.0% | +2.0% | -2.0% | -4.3% |
| 6M | +11.3% | +10.2% | +1.1% | -8.1% |
| YTD | -7.7% | +14.8% | -22.5% | -29.2% |
| 1Y | +17.5% | +17.5% | +0.1% | -13.7% |
| 3Y | -25.4% | +67.4% | -92.8% | -72.3% |
| 5Y | -46.0% | +63.4% | -109.3% | -78.3% |
| 10Y | +80.1% | +259.9% | -179.8% | -86.4% |
| All | -31.8% | +648.1% | -679.8% | -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