-10.6%
CLF vs VWO
+293.6%
-304.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +10.4% | +2.0% | +8.4% | +7.5% |
| 30D | +0.6% | -4.3% | +4.8% | +7.2% |
| 3M | +4.1% | -6.4% | +10.5% | +14.6% |
| 6M | +15.1% | -5.6% | +20.8% | +25.5% |
| YTD | -4.7% | +5.2% | -9.9% | -10.6% |
| 1Y | +20.4% | +5.2% | +15.2% | +13.1% |
| 3Y | -23.4% | +55.5% | -78.9% | -57.4% |
| 5Y | -43.3% | +25.6% | -68.9% | -56.9% |
| 10Y | +80.5% | +110.8% | -30.3% | -28.0% |
| All | -10.6% | +293.6% | -304.2% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling