+37.6%
CL vs VFC
+39.5%
-1.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +1.3% | +11.2% | -9.9% | +1.1% |
| 30D | +11.4% | +41.5% | -30.2% | +10.5% |
| 3M | +4.4% | +38.9% | -34.5% | +3.6% |
| 6M | +10.8% | +6.1% | +4.6% | +10.3% |
| YTD | +25.1% | +14.5% | +10.6% | +24.4% |
| 1Y | +28.0% | +46.0% | -18.0% | +26.9% |
| 3Y | +37.6% | +36.4% | +1.2% | +34.7% |
| All | +37.6% | +39.5% | -1.9% | +34.7% |
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