-26.1%
CLF vs VYM
+492.8%
-518.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.6% |
| 7D | +7.6% | 0.0% | +7.6% | +7.6% |
| 30D | -1.2% | -0.5% | -0.6% | 0.0% |
| 3M | -13.4% | +3.0% | -16.4% | -17.7% |
| 6M | +15.4% | +8.2% | +7.2% | +0.4% |
| YTD | -5.9% | +15.8% | -21.7% | -28.1% |
| 1Y | +18.8% | +20.8% | -2.0% | -15.5% |
| 3Y | -19.4% | +65.3% | -84.7% | -68.0% |
| 5Y | -47.7% | +76.6% | -124.3% | -81.0% |
| 10Y | +130.4% | +203.9% | -73.5% | -69.2% |
| All | -26.1% | +492.8% | -518.9% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling