-29.6%
CLS vs VFC
+52.5%
-82.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.4% | -13.5% | -9.9% |
| 7D | -21.1% | +21.5% | -42.6% | -24.5% |
| 30D | -38.2% | +46.7% | -84.9% | -43.8% |
| 3M | -36.3% | +38.4% | -74.7% | -41.2% |
| 6M | -43.8% | +15.2% | -59.0% | -46.0% |
| YTD | -20.0% | +17.8% | -37.8% | -25.5% |
| 1Y | -29.6% | +55.6% | -85.2% | -37.7% |
| All | -29.6% | +52.5% | -82.1% | -37.7% |
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 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