-14.2%
CLF vs VNQ
+30.9%
-45.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.7% |
| 7D | -2.7% | -0.9% | -1.8% | -1.9% |
| 30D | -3.2% | -2.2% | -1.0% | -1.5% |
| 3M | -5.0% | -1.9% | -3.0% | -3.9% |
| 6M | +26.6% | +3.2% | +23.4% | +22.0% |
| YTD | -9.0% | +9.4% | -18.4% | -16.7% |
| 1Y | +11.8% | +7.5% | +4.3% | +4.0% |
| All | -14.2% | +30.9% | -45.1% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 3y: compounded portfolio wealth divided by compounded VNQ 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…
3y analysis · Full analysis span regression · 6 months rolling