+2.8%
CLF vs VSH
-29.0%
+31.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | -0.1% |
| 7D | -19.6% | -12.9% | -6.6% | -16.1% |
| 30D | -5.0% | -36.9% | +31.9% | +7.3% |
| 3M | -6.3% | -28.8% | +22.5% | +1.6% |
| 6M | +2.8% | -30.3% | +33.1% | +7.0% |
| All | +2.8% | -29.0% | +31.8% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling