+182.1%
CLF vs VO
+827.2%
-645.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +2.2% |
| 7D | +7.6% | -0.3% | +7.8% | +8.1% |
| 30D | -1.2% | -0.3% | -0.8% | -0.6% |
| 3M | -13.4% | +2.9% | -16.3% | -17.5% |
| 6M | +15.4% | +9.3% | +6.1% | -0.9% |
| YTD | -5.9% | +14.2% | -20.1% | -25.2% |
| 1Y | +18.8% | +15.3% | +3.6% | -6.3% |
| 3Y | -19.4% | +56.2% | -75.7% | -62.8% |
| 5Y | -47.7% | +42.4% | -90.2% | -71.1% |
| 10Y | +130.4% | +194.7% | -64.4% | -64.9% |
| All | +182.1% | +827.2% | -645.1% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling