+630.6%
CLF vs VMC
+3,502.6%
-2,872.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.3% |
| 7D | -19.6% | +0.5% | -20.1% | -20.0% |
| 30D | -5.0% | +15.8% | -20.8% | -13.8% |
| 3M | -6.3% | +0.6% | -6.9% | -7.5% |
| 6M | +2.8% | -4.0% | +6.8% | +4.0% |
| YTD | -13.7% | -0.3% | -13.4% | -15.7% |
| 1Y | +13.6% | -0.5% | +14.1% | +11.1% |
| 3Y | -34.0% | +39.6% | -73.5% | -48.0% |
| 5Y | -48.7% | +50.1% | -98.8% | -61.4% |
| 10Y | +113.4% | +163.9% | -50.5% | +13.2% |
| All | +630.6% | +3,502.6% | -2,872.1% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling