+59.9%
CLF vs VNQ
+399.1%
-339.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.4% | +0.8% | +9.6% | +9.6% |
| 30D | +0.6% | +6.8% | -6.2% | -6.2% |
| 3M | +4.1% | -1.3% | +5.4% | +4.5% |
| 6M | +15.1% | +2.4% | +12.7% | +11.2% |
| YTD | -4.7% | +12.1% | -16.9% | -15.5% |
| 1Y | +20.4% | +12.0% | +8.4% | +6.9% |
| 3Y | -23.4% | +44.8% | -68.2% | -47.1% |
| 5Y | -43.3% | +6.9% | -50.1% | -47.0% |
| 10Y | +80.5% | +82.9% | -2.4% | +3.5% |
| All | +59.9% | +399.1% | -339.2% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling