+29.5%
CL vs VFC
+37.3%
-7.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +1.4% |
| 7D | +3.2% | +1.6% | +1.6% | +3.0% |
| 30D | +8.0% | +25.5% | -17.4% | +5.5% |
| 3M | +7.9% | +41.3% | -33.4% | +4.2% |
| 6M | +14.7% | +22.2% | -7.5% | +11.7% |
| YTD | +29.2% | +16.4% | +12.8% | +24.2% |
| 1Y | +29.5% | +38.4% | -8.9% | +20.4% |
| All | +29.5% | +37.3% | -7.8% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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