+196.5%
CLF vs VTV
+738.5%
-542.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.1% | +0.2% |
| 7D | +2.3% | -0.4% | +2.7% | +3.8% |
| 30D | +1.9% | +3.9% | -1.9% | -5.5% |
| 3M | +5.9% | +2.6% | +3.3% | +0.7% |
| 6M | +16.9% | +11.5% | +5.4% | -4.3% |
| YTD | -1.1% | +22.3% | -23.3% | -31.4% |
| 1Y | +28.8% | +24.5% | +4.3% | -13.6% |
| 3Y | -20.6% | +78.8% | -99.4% | -72.3% |
| 5Y | -41.5% | +78.6% | -120.2% | -78.6% |
| 10Y | +87.5% | +231.8% | -144.3% | -77.2% |
| All | +196.5% | +738.5% | -542.0% | -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