+116.3%
CLF vs VMC
+149.2%
-32.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -0.5% |
| 7D | +6.5% | -0.5% | +7.0% | +7.0% |
| 30D | +0.2% | -9.1% | +9.3% | +7.2% |
| 3M | -3.1% | -4.1% | +1.1% | -1.1% |
| 6M | +25.0% | -5.5% | +30.6% | +29.0% |
| YTD | -7.5% | -8.9% | +1.5% | -3.4% |
| 1Y | +11.5% | -12.9% | +24.5% | +20.2% |
| 3Y | -13.7% | +22.1% | -35.8% | -28.7% |
| 5Y | -47.0% | +52.7% | -99.7% | -63.3% |
| 10Y | +116.3% | +152.7% | -36.4% | +2.5% |
| All | +116.3% | +149.2% | -32.9% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VMC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling