-51.4%
CLF vs VEU
+45.1%
-96.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.4% |
| 7D | -19.6% | -1.6% | -17.9% | -17.3% |
| 30D | -5.0% | -4.3% | -0.6% | +2.3% |
| 3M | -6.3% | -5.8% | -0.4% | +3.3% |
| 6M | +2.8% | -4.4% | +7.2% | +11.1% |
| YTD | -13.7% | +8.7% | -22.4% | -24.9% |
| 1Y | +13.6% | +12.6% | +0.9% | -7.0% |
| 3Y | -34.0% | +65.2% | -99.2% | -70.2% |
| All | -51.4% | +45.1% | -96.6% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling