+87.5%
CLF vs VO
+202.1%
-114.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +0.1% |
| 7D | +2.3% | +0.2% | +2.1% | +2.6% |
| 30D | +1.9% | +2.0% | -0.1% | -1.2% |
| 3M | +5.9% | -0.3% | +6.2% | +6.8% |
| 6M | +16.9% | +7.3% | +9.6% | +5.4% |
| YTD | -1.1% | +15.0% | -16.0% | -19.8% |
| 1Y | +28.8% | +14.7% | +14.1% | +5.1% |
| 3Y | -20.6% | +67.3% | -87.9% | -63.3% |
| 5Y | -41.5% | +38.8% | -80.3% | -62.4% |
| 10Y | +87.5% | +201.6% | -114.1% | -67.4% |
| All | +87.5% | +202.1% | -114.6% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling