-17.5%
CLF vs VSH
+24.4%
-42.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | -0.3% |
| 7D | +7.6% | +4.1% | +3.5% | +5.6% |
| 30D | -1.2% | -4.2% | +3.0% | +0.2% |
| 3M | -13.4% | -50.0% | +36.6% | +16.8% |
| 6M | +15.4% | +80.2% | -64.8% | -25.9% |
| YTD | -5.9% | +121.1% | -127.0% | -46.6% |
| 1Y | +18.8% | +112.0% | -93.2% | -30.3% |
| All | -17.5% | +24.4% | -42.0% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling