+1,250.4%
VUG vs CLF
+184.4%
+1,066.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.7% |
| 7D | -0.1% | +7.6% | -7.7% | -1.2% |
| 30D | -0.3% | -1.2% | +0.9% | -0.3% |
| 3M | -0.7% | -13.4% | +12.7% | +0.5% |
| 6M | +14.6% | +15.4% | -0.8% | +10.8% |
| YTD | +9.0% | -5.9% | +14.9% | +7.6% |
| 1Y | +14.9% | +18.8% | -4.0% | +8.3% |
| 3Y | +86.0% | -19.4% | +105.4% | +78.0% |
| 5Y | +76.7% | -47.7% | +124.4% | +74.4% |
| 10Y | +411.3% | +130.4% | +280.9% | +259.3% |
| All | +1,250.4% | +184.4% | +1,066.0% | +558.8% |
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