+55.1%
VEA vs CLF
-42.3%
+97.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -1.4% |
| 7D | 0.0% | -9.1% | +9.0% | +1.0% |
| 30D | -1.4% | -0.9% | -0.5% | -1.7% |
| 3M | -4.1% | +3.0% | -7.1% | -5.2% |
| 6M | -1.3% | +16.7% | -18.0% | -4.6% |
| YTD | +12.1% | -3.2% | +15.2% | +9.8% |
| 1Y | +16.1% | +24.6% | -8.6% | +9.8% |
| 3Y | +73.0% | -22.3% | +95.3% | +67.3% |
| 5Y | +55.1% | -41.2% | +96.3% | +50.1% |
| All | +55.1% | -42.3% | +97.5% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 5y: compounded portfolio wealth divided by compounded CLF 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…
5y analysis · Full analysis span regression · 6 months rolling