+182.1%
CLF vs VTV
+721.7%
-539.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +2.3% |
| 7D | +7.6% | +0.5% | +7.1% | +6.5% |
| 30D | -1.2% | +1.1% | -2.3% | -3.2% |
| 3M | -13.4% | +5.9% | -19.3% | -21.8% |
| 6M | +15.4% | +11.6% | +3.8% | -5.1% |
| YTD | -5.9% | +19.8% | -25.7% | -32.1% |
| 1Y | +18.8% | +26.2% | -7.4% | -21.9% |
| 3Y | -19.4% | +68.5% | -87.9% | -68.4% |
| 5Y | -47.7% | +79.9% | -127.6% | -81.1% |
| 10Y | +130.4% | +229.7% | -99.3% | -71.3% |
| All | +182.1% | +721.7% | -539.6% | -93.5% |
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