+630.6%
CLF vs VSH
+1,203.4%
-572.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | -0.4% |
| 7D | -19.6% | -12.9% | -6.6% | -15.3% |
| 30D | -5.0% | -36.9% | +31.9% | +12.0% |
| 3M | -6.3% | -28.8% | +22.5% | +4.5% |
| 6M | +2.8% | -30.3% | +33.1% | +11.0% |
| YTD | -13.7% | +62.4% | -76.1% | -32.8% |
| 1Y | +13.6% | +62.5% | -48.9% | -11.8% |
| 3Y | -34.0% | +7.4% | -41.4% | -41.3% |
| 5Y | -48.7% | +25.4% | -74.2% | -57.0% |
| 10Y | +113.4% | +102.6% | +10.8% | +58.2% |
| All | +630.6% | +1,203.4% | -572.9% | +212.9% |
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 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