+4,850.5%
CL vs VFC
+845.1%
+4,005.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.8% | -1.8% |
| 7D | -2.2% | -1.6% | -0.6% | -2.0% |
| 30D | -4.8% | -11.6% | +6.8% | -3.0% |
| 3M | +4.9% | -18.1% | +23.0% | +7.5% |
| 6M | -5.7% | -27.4% | +21.6% | -1.8% |
| YTD | +14.4% | -24.8% | +39.2% | +18.1% |
| 1Y | +8.7% | -8.2% | +17.0% | +8.0% |
| 3Y | +30.0% | -29.1% | +59.1% | +23.7% |
| 5Y | +28.4% | -79.2% | +107.5% | +52.8% |
| 10Y | +50.1% | -68.1% | +118.2% | +53.2% |
| All | +4,850.5% | +845.1% | +4,005.4% | +2,094.0% |
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