+20.2%
CLF vs VWO
+5.9%
+14.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.7% | -10.9% | -11.3% |
| 7D | -7.9% | -1.3% | -6.6% | -6.5% |
| 30D | +5.2% | -7.1% | +12.4% | +15.9% |
| 3M | +4.3% | -6.1% | +10.4% | +13.3% |
| 6M | +25.3% | -3.9% | +29.1% | +32.7% |
| YTD | -3.3% | +5.0% | -8.3% | -8.3% |
| 1Y | +20.2% | +6.0% | +14.3% | +13.3% |
| All | +20.2% | +5.9% | +14.3% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling