-48.2%
CLF vs VYM
+76.9%
-125.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.6% |
| 7D | -2.7% | -1.0% | -1.7% | -0.7% |
| 30D | -3.2% | -2.0% | -1.2% | +1.1% |
| 3M | -5.0% | +3.1% | -8.0% | -10.0% |
| 6M | +26.6% | +8.9% | +17.7% | +8.3% |
| YTD | -9.0% | +14.7% | -23.7% | -29.4% |
| 1Y | +11.8% | +19.4% | -7.6% | -18.9% |
| 3Y | -15.1% | +65.4% | -80.5% | -65.3% |
| 5Y | -48.2% | +77.6% | -125.8% | -80.3% |
| All | -48.2% | +76.9% | -125.1% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling