+30.9%
CL vs VFC
-28.0%
+58.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.8% | -1.5% |
| 7D | -2.2% | -1.6% | -0.6% | -2.2% |
| 30D | -4.8% | -11.6% | +6.8% | -4.6% |
| 3M | +4.9% | -18.1% | +23.0% | +5.2% |
| 6M | -5.7% | -27.4% | +21.6% | -5.4% |
| YTD | +14.4% | -24.8% | +39.2% | +14.7% |
| 1Y | +8.7% | -8.2% | +17.0% | +9.0% |
| All | +30.9% | -28.0% | +58.9% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling