+106.6%
VSH vs CLBK
+67.9%
+38.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +4.1% | +1.2% | +2.8% | +3.4% |
| 30D | -4.2% | +9.1% | -13.3% | -8.9% |
| 3M | -50.0% | +27.7% | -77.7% | -57.1% |
| 6M | +80.2% | +40.8% | +39.3% | +45.9% |
| YTD | +121.1% | +66.4% | +54.7% | +61.1% |
| 1Y | +112.0% | +72.4% | +39.6% | +50.7% |
| 3Y | +22.5% | +50.7% | -28.2% | -7.7% |
| 5Y | +64.0% | +42.9% | +21.1% | +12.5% |
| All | +106.6% | +67.9% | +38.7% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling