+4.0%
CLF vs VWO
+16.1%
-12.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | +0.2% |
| 7D | -3.7% | -1.7% | -1.9% | -1.0% |
| 30D | -4.7% | -0.3% | -4.4% | -4.1% |
| 3M | -4.7% | +4.0% | -8.6% | -11.0% |
| 6M | +24.0% | +8.1% | +15.9% | +11.4% |
| YTD | -10.9% | +11.6% | -22.5% | -27.9% |
| 1Y | +4.0% | +16.2% | -12.2% | -15.5% |
| All | +4.0% | +16.1% | -12.1% | -15.5% |
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