+80.0%
VUG vs CLF
-19.9%
+99.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.4% |
| 7D | -1.1% | +2.3% | -3.4% | -1.4% |
| 30D | -7.0% | +1.9% | -8.9% | -7.6% |
| 3M | -3.7% | +5.9% | -9.6% | -5.0% |
| 6M | -1.6% | +16.9% | -18.5% | -4.7% |
| YTD | +5.1% | -1.1% | +6.2% | +2.8% |
| 1Y | +3.8% | +28.8% | -25.1% | -2.2% |
| All | +80.0% | -19.9% | +99.9% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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