+37.9%
VSH vs CLBK
+54.8%
-16.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.0% |
| 7D | +26.2% | +2.5% | +23.8% | +24.8% |
| 30D | -12.5% | +3.7% | -16.2% | -14.3% |
| 3M | -16.9% | -3.3% | -13.6% | -15.4% |
| 6M | -17.0% | +29.6% | -46.6% | -29.5% |
| YTD | +93.8% | +60.3% | +33.6% | +43.0% |
| 1Y | +99.3% | +63.4% | +35.9% | +45.5% |
| All | +37.9% | +54.8% | -16.9% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling