+80.1%
CLF vs VO
+206.8%
-126.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.7% | +4.2% | +2.5% |
| 7D | -14.1% | -0.1% | -14.0% | -13.5% |
| 30D | -5.5% | +0.5% | -6.1% | -6.2% |
| 3M | 0.0% | -1.0% | +1.0% | +2.1% |
| 6M | +11.3% | +6.4% | +4.8% | +1.7% |
| YTD | -7.7% | +13.6% | -21.3% | -23.7% |
| 1Y | +17.5% | +14.5% | +3.1% | -3.8% |
| 3Y | -25.4% | +67.2% | -92.6% | -65.5% |
| 5Y | -46.0% | +36.1% | -82.0% | -64.1% |
| 10Y | +80.1% | +199.3% | -119.3% | -67.4% |
| All | +80.1% | +206.8% | -126.7% | -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