-14.2%
CLF vs VYM
+64.8%
-79.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.5% |
| 7D | -2.7% | -1.0% | -1.7% | -0.5% |
| 30D | -3.2% | -2.0% | -1.2% | +1.4% |
| 3M | -5.0% | +3.1% | -8.0% | -10.4% |
| 6M | +26.6% | +8.9% | +17.7% | +7.1% |
| YTD | -9.0% | +14.7% | -23.7% | -30.4% |
| 1Y | +11.8% | +19.4% | -7.6% | -20.3% |
| All | -14.2% | +64.8% | -79.0% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling