+58.1%
CLF vs VNQ
+392.5%
-334.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.4% |
| 7D | +7.6% | -1.3% | +8.8% | +8.8% |
| 30D | -1.2% | -2.9% | +1.7% | +1.4% |
| 3M | -13.4% | +0.8% | -14.2% | -14.6% |
| 6M | +15.4% | +2.5% | +12.9% | +12.3% |
| YTD | -5.9% | +10.6% | -16.5% | -14.9% |
| 1Y | +18.8% | +9.1% | +9.7% | +9.0% |
| 3Y | -19.4% | +31.0% | -50.4% | -38.4% |
| 5Y | -47.7% | +4.9% | -52.6% | -50.0% |
| 10Y | +130.4% | +59.5% | +70.9% | +51.9% |
| All | +58.1% | +392.5% | -334.5% | -63.5% |
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