+45.8%
VSH vs CLBK
+27.9%
+18.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.2% |
| 7D | +26.2% | +2.5% | +23.8% | +25.1% |
| 30D | -12.5% | +3.7% | -16.2% | -13.9% |
| 3M | -16.9% | -3.3% | -13.6% | -15.8% |
| 6M | -17.0% | +29.6% | -46.6% | -26.2% |
| YTD | +93.8% | +60.3% | +33.6% | +56.4% |
| 1Y | +99.3% | +63.4% | +35.9% | +59.8% |
| 3Y | +35.0% | +53.8% | -18.8% | +9.9% |
| 5Y | +45.8% | +29.0% | +16.8% | +16.8% |
| All | +45.8% | +27.9% | +18.0% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling