-46.3%
CLF vs VEU
+192.1%
-238.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +0.9% |
| 7D | +7.6% | +1.1% | +6.4% | +5.5% |
| 30D | -1.2% | +2.2% | -3.4% | -4.8% |
| 3M | -13.4% | +3.0% | -16.4% | -17.8% |
| 6M | +15.4% | +10.9% | +4.6% | -3.2% |
| YTD | -5.9% | +18.2% | -24.1% | -29.8% |
| 1Y | +18.8% | +28.3% | -9.5% | -22.3% |
| 3Y | -19.4% | +74.6% | -94.0% | -68.8% |
| 5Y | -47.7% | +56.4% | -104.1% | -74.5% |
| 10Y | +130.4% | +153.0% | -22.6% | -45.6% |
| All | -46.3% | +192.1% | -238.5% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling