-14.2%
CLF vs VWO
+64.3%
-78.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.8% |
| 7D | -2.7% | +0.2% | -2.8% | -2.9% |
| 30D | -3.2% | +0.9% | -4.1% | -4.3% |
| 3M | -5.0% | +4.3% | -9.2% | -10.6% |
| 6M | +26.6% | +10.5% | +16.1% | +11.0% |
| YTD | -9.0% | +13.4% | -22.3% | -23.3% |
| 1Y | +11.8% | +18.6% | -6.7% | -10.3% |
| All | -14.2% | +64.3% | -78.5% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling