+249.0%
CLF vs VSAT
+1,485.7%
-1,236.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.0% | -3.2% | +0.6% |
| 7D | +7.6% | +11.8% | -4.2% | +4.9% |
| 30D | -1.2% | -7.0% | +5.9% | +0.3% |
| 3M | -13.4% | +3.3% | -16.7% | -16.0% |
| 6M | +15.4% | +57.4% | -42.0% | +0.3% |
| YTD | -5.9% | +118.6% | -124.4% | -25.5% |
| 1Y | +18.8% | +150.2% | -131.4% | -9.7% |
| 3Y | -19.4% | +160.7% | -180.1% | -49.1% |
| 5Y | -47.7% | +51.2% | -98.9% | -64.9% |
| 10Y | +130.4% | -0.7% | +131.0% | +67.7% |
| All | +249.0% | +1,485.7% | -1,236.7% | +76.1% |
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