+20.2%
CLF vs VIVK
-100.0%
+120.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -27.5% | +18.3% | -8.9% |
| 7D | -7.9% | -68.7% | +60.8% | -7.2% |
| 30D | +5.2% | -90.0% | +95.3% | +7.2% |
| 3M | +4.3% | -98.1% | +102.4% | +7.9% |
| 6M | +25.3% | -99.9% | +125.2% | +25.1% |
| YTD | -3.3% | -99.9% | +96.6% | -0.7% |
| 1Y | +20.2% | -100.0% | +120.2% | +40.8% |
| All | +20.2% | -100.0% | +120.2% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling