-41.4%
CLF price history and return analytics
+58.5%
-99.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.6% |
| 7D | +16.0% | +2.9% | +13.1% | +10.3% |
| 30D | +1.6% | -2.5% | +4.1% | +6.7% |
| 3M | +6.7% | -3.3% | +10.0% | +13.8% |
| 6M | +21.1% | +1.5% | +19.6% | +18.8% |
| YTD | -1.6% | +11.4% | -12.9% | -17.6% |
| 1Y | +18.5% | +11.9% | +6.6% | -1.5% |
| 3Y | -21.0% | +73.9% | -94.9% | -67.1% |
| 5Y | -41.4% | +57.9% | -99.3% | -71.7% |
| All | -41.4% | +58.5% | -99.9% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling