+116.3%
CLF vs VRSN
+274.2%
-157.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | +0.2% |
| 7D | +6.5% | -2.1% | +8.6% | +7.7% |
| 30D | +0.2% | -3.9% | +4.2% | +2.2% |
| 3M | -3.1% | -0.1% | -2.9% | -4.2% |
| 6M | +25.0% | +16.4% | +8.6% | +12.0% |
| YTD | -7.5% | +17.2% | -24.7% | -18.4% |
| 1Y | +11.5% | +1.0% | +10.5% | +7.4% |
| 3Y | -13.7% | +39.1% | -52.8% | -33.0% |
| 5Y | -47.0% | +29.0% | -76.0% | -57.7% |
| 10Y | +116.3% | +275.8% | -159.5% | -10.6% |
| All | +116.3% | +274.2% | -157.9% | -10.6% |
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