+220.0%
CLF vs VSAT
+1,246.3%
-1,026.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | -0.1% |
| 7D | -19.6% | -17.0% | -2.6% | -15.9% |
| 30D | -5.0% | -9.8% | +4.8% | -2.9% |
| 3M | -6.3% | -22.0% | +15.7% | -1.4% |
| 6M | +2.8% | -5.0% | +7.8% | +0.9% |
| YTD | -13.7% | +85.6% | -99.3% | -29.4% |
| 1Y | +13.6% | +80.2% | -66.6% | -7.0% |
| 3Y | -34.0% | +250.0% | -284.0% | -61.1% |
| 5Y | -48.7% | -4.6% | -44.2% | -61.5% |
| 10Y | +113.4% | -7.2% | +120.7% | +57.2% |
| All | +220.0% | +1,246.3% | -1,026.3% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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