+20.2%
CLF vs VTRS
+90.6%
-70.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.6% | -10.8% | -9.5% |
| 7D | -7.9% | +2.4% | -10.3% | -8.3% |
| 30D | +5.2% | +9.1% | -3.8% | +3.1% |
| 3M | +4.3% | +9.4% | -5.1% | +1.7% |
| 6M | +25.3% | +28.3% | -3.1% | +17.5% |
| YTD | -3.3% | +58.0% | -61.3% | -11.7% |
| 1Y | +20.2% | +89.7% | -69.5% | +8.0% |
| All | +20.2% | +90.6% | -70.4% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 1y: compounded portfolio wealth divided by compounded VTRS 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…
1y analysis · Full analysis span regression · 6 months rolling