+20.2%
CLF vs VSH
+62.1%
-41.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -5.1% | -4.1% | -7.6% |
| 7D | -7.9% | -13.6% | +5.7% | -3.7% |
| 30D | +5.2% | -30.4% | +35.6% | +17.1% |
| 3M | +4.3% | -33.3% | +37.6% | +15.9% |
| 6M | +25.3% | -15.1% | +40.3% | +20.4% |
| YTD | -3.3% | +80.2% | -83.5% | -34.2% |
| 1Y | +20.2% | +63.4% | -43.1% | -14.8% |
| All | +20.2% | +62.1% | -41.8% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling