-13.3%
CLF vs VEU
+77.5%
-90.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +0.9% |
| 7D | +7.6% | +1.1% | +6.4% | +5.7% |
| 30D | -1.2% | +2.2% | -3.4% | -4.5% |
| 3M | -13.4% | +3.0% | -16.4% | -17.4% |
| 6M | +15.4% | +10.9% | +4.6% | -1.3% |
| YTD | -5.9% | +18.2% | -24.1% | -28.4% |
| 1Y | +18.8% | +28.3% | -9.5% | -20.0% |
| All | -13.3% | +77.5% | -90.8% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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