+272.1%
CLF vs VTR
+1,512.0%
-1,239.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +2.3% | +1.4% | +1.0% | +1.8% |
| 30D | +1.9% | +8.2% | -6.3% | -1.8% |
| 3M | +5.9% | +4.6% | +1.3% | +3.1% |
| 6M | +16.9% | +4.3% | +12.6% | +13.1% |
| YTD | -1.1% | +19.0% | -20.1% | -9.4% |
| 1Y | +28.8% | +21.6% | +7.2% | +16.9% |
| 3Y | -20.6% | +132.2% | -152.8% | -46.3% |
| 5Y | -41.5% | +94.4% | -135.9% | -57.5% |
| 10Y | +87.5% | +133.5% | -45.9% | +13.9% |
| All | +272.1% | +1,512.0% | -1,239.9% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling