+5,435.1%
CL vs VFC
+1,337.9%
+4,097.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.4% |
| 7D | +5.9% | +10.9% | -4.9% | +4.2% |
| 30D | +13.8% | +40.6% | -26.9% | +7.8% |
| 3M | +6.4% | +34.4% | -28.0% | +1.4% |
| 6M | +15.6% | +12.3% | +3.3% | +12.6% |
| YTD | +27.9% | +14.4% | +13.5% | +23.5% |
| 1Y | +31.4% | +40.6% | -9.2% | +22.5% |
| 3Y | +41.4% | +40.1% | +1.3% | +20.9% |
| 5Y | +42.8% | -67.6% | +110.4% | +58.5% |
| 10Y | +79.7% | -45.9% | +125.6% | +67.6% |
| All | +5,435.1% | +1,337.9% | +4,097.2% | +2,195.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling