+733.2%
CLF vs VSH
+1,455.9%
-722.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +1.2% |
| 7D | +16.0% | +26.2% | -10.2% | +6.0% |
| 30D | +1.6% | -12.5% | +14.1% | +6.1% |
| 3M | +6.7% | -16.9% | +23.6% | +12.4% |
| 6M | +21.1% | -17.0% | +38.1% | +22.2% |
| YTD | -1.6% | +93.8% | -95.4% | -28.4% |
| 1Y | +18.5% | +99.3% | -80.8% | -14.9% |
| 3Y | -21.0% | +35.0% | -56.0% | -35.6% |
| 5Y | -41.4% | +45.8% | -87.2% | -53.7% |
| 10Y | +86.5% | +127.1% | -40.6% | +31.4% |
| All | +733.2% | +1,455.9% | -722.7% | +233.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling