-41.8%
CLF vs VSH
+38.9%
-80.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -1.2% |
| 7D | +10.4% | +14.3% | -4.0% | +3.0% |
| 30D | +0.6% | -7.9% | +8.4% | +3.6% |
| 3M | +4.1% | -19.9% | +24.0% | +12.8% |
| 6M | +15.1% | -30.5% | +45.6% | +24.5% |
| YTD | -4.7% | +85.7% | -90.4% | -43.8% |
| 1Y | +20.4% | +98.9% | -78.6% | -32.2% |
| 3Y | -23.4% | +32.1% | -55.5% | -47.8% |
| All | -41.8% | +38.9% | -80.7% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling