+670.7%
CLF vs VTRS
+552.8%
+118.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.4% |
| 7D | -2.7% | -3.5% | +0.8% | -1.7% |
| 30D | -3.2% | +2.1% | -5.3% | -3.7% |
| 3M | -5.0% | +2.6% | -7.6% | -5.7% |
| 6M | +26.6% | +17.8% | +8.8% | +20.6% |
| YTD | -9.0% | +35.7% | -44.6% | -17.0% |
| 1Y | +11.8% | +63.5% | -51.7% | -3.8% |
| 3Y | -15.1% | +85.1% | -100.2% | -30.9% |
| 5Y | -48.2% | +42.5% | -90.7% | -55.4% |
| 10Y | +127.6% | -48.2% | +175.8% | +144.3% |
| All | +670.7% | +552.8% | +118.0% | +410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling