+1,181.0%
VUG vs CLF
+192.6%
+988.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.4% |
| 7D | -1.2% | -9.1% | +7.9% | 0.0% |
| 30D | -8.9% | -0.9% | -7.9% | -9.1% |
| 3M | -5.9% | +3.0% | -8.9% | -7.0% |
| 6M | -3.3% | +16.7% | -20.0% | -7.0% |
| YTD | +3.4% | -3.2% | +6.6% | +1.0% |
| 1Y | +1.9% | +24.6% | -22.7% | -4.2% |
| 3Y | +76.9% | -22.3% | +99.2% | +69.4% |
| 5Y | +63.9% | -41.2% | +105.1% | +58.7% |
| 10Y | +396.2% | +83.5% | +312.7% | +260.4% |
| All | +1,181.0% | +192.6% | +988.4% | +518.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling