+838.1%
CLS vs VFC
+50.0%
+788.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.2% | -8.6% | -6.0% |
| 7D | +16.3% | +1.6% | +14.7% | +15.8% |
| 30D | -25.7% | +25.5% | -51.2% | -29.3% |
| 3M | -30.9% | +41.3% | -72.1% | -36.1% |
| 6M | -35.5% | +22.2% | -57.7% | -38.8% |
| YTD | -18.7% | +16.4% | -35.1% | -22.5% |
| 1Y | -17.9% | +38.4% | -56.3% | -24.6% |
| 3Y | +838.1% | +56.2% | +781.9% | +744.8% |
| All | +838.1% | +50.0% | +788.1% | +744.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling