+1,914.6%
CLS vs VFC
-48.6%
+1,963.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.2% | -8.6% | -6.4% |
| 7D | +16.3% | +1.6% | +14.7% | +15.6% |
| 30D | -25.7% | +25.5% | -51.2% | -31.0% |
| 3M | -30.9% | +41.3% | -72.1% | -38.4% |
| 6M | -35.5% | +22.2% | -57.7% | -40.4% |
| YTD | -18.7% | +16.4% | -35.1% | -24.4% |
| 1Y | -17.9% | +38.4% | -56.3% | -28.0% |
| 3Y | +838.1% | +56.2% | +781.9% | +591.9% |
| 5Y | +1,971.9% | -68.2% | +2,040.1% | +2,859.2% |
| All | +1,914.6% | -48.6% | +1,963.2% | +2,600.7% |
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 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