-41.8%
CLF vs VO
+36.2%
-78.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.4% | +3.1% | +7.3% | +5.2% |
| 30D | +0.6% | +2.2% | -1.6% | -2.8% |
| 3M | +4.1% | -2.5% | +6.6% | +9.0% |
| 6M | +15.1% | +7.0% | +8.1% | +4.5% |
| YTD | -4.7% | +14.0% | -18.7% | -21.3% |
| 1Y | +20.4% | +15.6% | +4.7% | -2.6% |
| 3Y | -23.4% | +66.2% | -89.6% | -62.0% |
| All | -41.8% | +36.2% | -78.0% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling