+83.5%
CLF vs VSH
+117.5%
-34.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +4.0% |
| 7D | -9.1% | -1.6% | -7.5% | -8.3% |
| 30D | -0.9% | -21.3% | +20.4% | +12.6% |
| 3M | +3.0% | -18.9% | +21.9% | +12.8% |
| 6M | +16.7% | -21.4% | +38.1% | +16.9% |
| YTD | -3.2% | +86.8% | -90.0% | -47.9% |
| 1Y | +24.6% | +85.8% | -61.1% | -33.2% |
| 3Y | -22.3% | +30.1% | -52.4% | -50.3% |
| 5Y | -41.2% | +42.8% | -84.0% | -66.3% |
| 10Y | +83.5% | +121.2% | -37.7% | -32.4% |
| All | +83.5% | +117.5% | -34.0% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling