-25.2%
CLF vs VYM
+498.6%
-523.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.0% |
| 7D | +10.4% | +3.7% | +6.7% | +3.0% |
| 30D | +0.6% | +3.7% | -3.1% | -6.5% |
| 3M | +4.1% | -0.7% | +4.8% | +5.7% |
| 6M | +15.1% | +7.2% | +7.9% | +1.4% |
| YTD | -4.7% | +16.9% | -21.7% | -28.6% |
| 1Y | +20.4% | +19.6% | +0.7% | -13.6% |
| 3Y | -23.4% | +74.6% | -98.0% | -72.7% |
| 5Y | -43.3% | +72.3% | -115.6% | -78.4% |
| 10Y | +80.5% | +206.5% | -126.0% | -76.6% |
| All | -25.2% | +498.6% | -523.8% | -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