+4.0%
CLF vs VYM
+18.5%
-14.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -0.5% |
| 7D | -3.7% | -1.9% | -1.8% | +2.1% |
| 30D | -4.7% | -2.6% | -2.1% | +3.4% |
| 3M | -4.7% | +3.6% | -8.3% | -13.6% |
| 6M | +24.0% | +8.7% | +15.3% | -1.4% |
| YTD | -10.9% | +14.1% | -25.0% | -38.3% |
| 1Y | +4.0% | +17.8% | -13.8% | -34.2% |
| All | +4.0% | +18.5% | -14.4% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling