+696.9%
CLF vs VSH
+1,674.8%
-978.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | +0.1% |
| 7D | +7.6% | +4.1% | +3.5% | +6.0% |
| 30D | -1.2% | -4.2% | +3.0% | 0.0% |
| 3M | -13.4% | -50.0% | +36.6% | +8.4% |
| 6M | +15.4% | +80.2% | -64.8% | -12.2% |
| YTD | -5.9% | +121.1% | -127.0% | -33.8% |
| 1Y | +18.8% | +112.0% | -93.2% | -14.7% |
| 3Y | -19.4% | +22.5% | -41.9% | -31.1% |
| 5Y | -47.7% | +64.0% | -111.8% | -59.9% |
| 10Y | +130.4% | +170.4% | -40.0% | +55.2% |
| All | +696.9% | +1,674.8% | -978.0% | +208.2% |
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