-41.2%
CLF vs VIVK
-100.0%
+58.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -22.8% | +27.6% | +5.2% |
| 7D | -9.1% | -56.0% | +46.9% | -8.2% |
| 30D | -0.9% | -92.3% | +91.4% | +2.0% |
| 3M | +3.0% | -98.6% | +101.6% | +8.5% |
| 6M | +16.7% | -99.9% | +116.6% | +25.6% |
| YTD | -3.2% | -100.0% | +96.8% | +3.0% |
| 1Y | +24.6% | -100.0% | +124.6% | +37.9% |
| 3Y | -22.3% | -100.0% | +77.7% | -16.2% |
| 5Y | -41.2% | -100.0% | +58.8% | -34.5% |
| All | -41.2% | -100.0% | +58.8% | -34.5% |
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