+1,751.5%
CLS vs VFC
-44.8%
+1,796.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.6% | +5.3% | +7.1% |
| 7D | -10.6% | +7.7% | -18.2% | -12.5% |
| 30D | -38.4% | +39.2% | -77.6% | -44.6% |
| 3M | -29.9% | +40.3% | -70.1% | -37.2% |
| 6M | -40.6% | +11.4% | -52.0% | -43.5% |
| YTD | -24.6% | +17.5% | -42.1% | -29.9% |
| 1Y | -30.8% | +45.9% | -76.7% | -40.2% |
| 3Y | +811.7% | +47.3% | +764.4% | +589.2% |
| 5Y | +1,838.4% | -67.2% | +1,905.6% | +2,636.6% |
| 10Y | +1,751.5% | -46.1% | +1,797.6% | +2,390.4% |
| All | +1,751.5% | -44.8% | +1,796.3% | +2,390.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling