+109.0%
VSH vs CLBK
+66.6%
+42.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +2.8% | -1.4% | +4.1% | +3.2% |
| 30D | -6.0% | +4.5% | -10.5% | -7.3% |
| 3M | -42.6% | +22.8% | -65.4% | -47.0% |
| 6M | +82.1% | +43.4% | +38.7% | +56.0% |
| YTD | +117.5% | +64.1% | +53.4% | +71.9% |
| 1Y | +109.0% | +67.6% | +41.4% | +66.2% |
| All | +109.0% | +66.6% | +42.4% | +66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling