+696.9%
CLF vs VMC
+3,246.6%
-2,549.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.2% |
| 7D | +7.6% | -4.3% | +11.9% | +10.5% |
| 30D | -1.2% | -8.2% | +7.1% | +4.1% |
| 3M | -13.4% | -7.0% | -6.3% | -10.0% |
| 6M | +15.4% | -10.8% | +26.2% | +23.1% |
| YTD | -5.9% | -7.4% | +1.5% | -3.0% |
| 1Y | +18.8% | -9.5% | +28.3% | +24.2% |
| 3Y | -19.4% | +20.5% | -39.9% | -30.0% |
| 5Y | -47.7% | +51.6% | -99.3% | -60.6% |
| 10Y | +130.4% | +150.0% | -19.7% | +27.2% |
| All | +696.9% | +3,246.6% | -2,549.7% | +118.6% |
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