+2,944.0%
CLS vs VFC
-69.1%
+3,013.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.9% | +7.5% | +6.2% |
| 7D | +12.8% | +0.8% | +11.9% | +12.4% |
| 30D | +3.8% | -11.9% | +15.8% | +7.6% |
| 3M | -14.6% | -20.2% | +5.5% | -9.2% |
| 6M | +32.2% | -23.0% | +55.2% | +41.9% |
| YTD | +11.6% | -26.2% | +37.8% | +20.2% |
| 1Y | +35.1% | -13.3% | +48.4% | +35.9% |
| 3Y | +1,312.5% | -25.5% | +1,338.0% | +1,215.1% |
| 5Y | +3,542.1% | -78.1% | +3,620.2% | +5,656.6% |
| 10Y | +2,944.0% | -68.8% | +3,012.8% | +4,557.4% |
| All | +2,944.0% | -69.1% | +3,013.1% | +4,557.4% |
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