+127.6%
CLF vs VTR
+87.8%
+39.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -2.7% | -2.9% | +0.3% | -1.4% |
| 30D | -3.2% | -2.8% | -0.4% | -2.2% |
| 3M | -5.0% | +9.0% | -14.0% | -9.2% |
| 6M | +26.6% | +5.0% | +21.6% | +22.6% |
| YTD | -9.0% | +16.9% | -25.9% | -16.1% |
| 1Y | +11.8% | +34.3% | -22.5% | -4.0% |
| 3Y | -15.1% | +131.6% | -146.7% | -45.5% |
| 5Y | -48.2% | +88.0% | -136.2% | -63.7% |
| 10Y | +127.6% | +97.8% | +29.8% | +31.4% |
| All | +127.6% | +87.8% | +39.8% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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