-47.0%
CLF vs VIVK
-100.0%
+53.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.3% | -1.8% |
| 7D | +6.5% | +13.1% | -6.6% | +6.3% |
| 30D | +0.2% | -29.7% | +29.9% | +0.7% |
| 3M | -3.1% | -93.0% | +89.9% | -1.0% |
| 6M | +25.0% | -98.0% | +123.0% | +28.4% |
| YTD | -7.5% | -97.8% | +90.3% | -5.9% |
| 1Y | +11.5% | -100.0% | +111.5% | +20.4% |
| 3Y | -13.7% | -100.0% | +86.3% | -10.1% |
| 5Y | -47.0% | -100.0% | +53.0% | -44.2% |
| All | -47.0% | -100.0% | +53.0% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling