+80.1%
CLF vs VRSN
+289.3%
-209.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.9% | +7.9% | +7.5% |
| 7D | -14.1% | -0.8% | -13.3% | -13.7% |
| 30D | -5.5% | +0.7% | -6.2% | -6.0% |
| 3M | 0.0% | +4.1% | -4.1% | -2.5% |
| 6M | +11.3% | +6.7% | +4.5% | +5.5% |
| YTD | -7.7% | +27.1% | -34.7% | -22.2% |
| 1Y | +17.5% | +28.0% | -10.4% | -1.5% |
| 3Y | -25.4% | +52.6% | -78.0% | -45.0% |
| 5Y | -46.0% | +33.3% | -79.3% | -57.6% |
| 10Y | +80.1% | +279.5% | -199.4% | -21.5% |
| All | +80.1% | +289.3% | -209.2% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 10y: compounded portfolio wealth divided by compounded VRSN 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…
10y analysis · Full analysis span regression · 6 months rolling