+67.0%
VSH vs CLBK
+41.8%
+25.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.2% |
| 7D | +3.5% | -1.5% | +5.0% | +4.2% |
| 30D | -4.4% | +6.7% | -11.1% | -7.0% |
| 3M | -45.8% | +21.2% | -67.0% | -50.4% |
| 6M | +90.1% | +42.0% | +48.2% | +62.5% |
| YTD | +120.3% | +63.3% | +57.1% | +76.5% |
| 1Y | +112.2% | +65.4% | +46.8% | +68.8% |
| 3Y | +36.6% | +52.5% | -15.9% | +11.0% |
| 5Y | +67.0% | +42.0% | +25.1% | +29.2% |
| All | +67.0% | +41.8% | +25.2% | +29.2% |
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 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