+190.2%
CLF vs VO
+822.0%
-631.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +5.0% |
| 7D | -9.1% | -0.2% | -8.9% | -8.3% |
| 30D | -0.9% | +0.5% | -1.4% | -1.7% |
| 3M | +3.0% | -1.1% | +4.1% | +5.4% |
| 6M | +16.7% | +6.4% | +10.3% | +5.4% |
| YTD | -3.2% | +13.5% | -16.7% | -22.0% |
| 1Y | +24.6% | +13.6% | +11.0% | +0.5% |
| 3Y | -22.3% | +65.2% | -87.5% | -67.6% |
| 5Y | -41.2% | +37.7% | -78.9% | -65.3% |
| 10Y | +83.5% | +198.4% | -114.9% | -73.0% |
| All | +190.2% | +822.0% | -631.8% | -93.6% |
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 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