+74.6%
CLF vs VTV
+230.1%
-155.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.6% |
| 7D | +10.4% | +2.9% | +7.5% | +4.9% |
| 30D | +0.6% | +3.8% | -3.2% | -6.2% |
| 3M | +4.1% | +1.6% | +2.6% | +1.2% |
| 6M | +15.1% | +11.2% | +3.9% | -4.1% |
| YTD | -4.7% | +22.0% | -26.7% | -32.1% |
| 1Y | +20.4% | +24.9% | -4.5% | -17.7% |
| 3Y | -23.4% | +78.5% | -101.8% | -70.8% |
| 5Y | -43.3% | +77.8% | -121.0% | -77.2% |
| All | +74.6% | +230.1% | -155.4% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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