+20.4%
CLF vs VLTO
+21.9%
-1.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.9% | -3.2% |
| 7D | +10.4% | +1.0% | +9.4% | +10.5% |
| 30D | +0.6% | +17.5% | -16.9% | +2.1% |
| 3M | +4.1% | +21.4% | -17.3% | +5.9% |
| 6M | +15.1% | +38.1% | -23.0% | +17.5% |
| YTD | -4.7% | +19.0% | -23.8% | +0.7% |
| 1Y | +20.4% | +20.7% | -0.3% | +26.9% |
| All | +20.4% | +21.9% | -1.5% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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