+195.0%
CLF vs VTV
+734.9%
-539.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.3% |
| 7D | +16.0% | +2.3% | +13.7% | +11.2% |
| 30D | +1.6% | +3.8% | -2.2% | -5.6% |
| 3M | +6.7% | +1.7% | +5.0% | +3.2% |
| 6M | +21.1% | +10.9% | +10.2% | +0.3% |
| YTD | -1.6% | +21.7% | -23.3% | -31.2% |
| 1Y | +18.5% | +23.4% | -4.9% | -19.1% |
| 3Y | -21.0% | +78.0% | -99.0% | -72.2% |
| 5Y | -41.4% | +77.4% | -118.8% | -78.3% |
| 10Y | +86.5% | +230.4% | -143.9% | -77.1% |
| All | +195.0% | +734.9% | -539.9% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling