+116.4%
VSH vs CLBK
+65.5%
+51.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.2% |
| 7D | +4.8% | -1.5% | +6.2% | +5.6% |
| 30D | -0.7% | -1.0% | +0.3% | -0.1% |
| 3M | -43.1% | +22.9% | -66.0% | -50.0% |
| 6M | +91.8% | +44.2% | +47.6% | +53.1% |
| YTD | +131.6% | +64.0% | +67.7% | +70.2% |
| 1Y | +118.1% | +65.7% | +52.4% | +58.7% |
| 3Y | +40.9% | +54.1% | -13.2% | +4.7% |
| 5Y | +75.8% | +44.7% | +31.1% | +18.6% |
| All | +116.4% | +65.5% | +51.0% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling