+3,269.5%
CLS vs VFC
-79.1%
+3,348.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.3% |
| 7D | +4.6% | -1.6% | +6.2% | +4.9% |
| 30D | -13.9% | -11.6% | -2.3% | -11.4% |
| 3M | -26.6% | -18.1% | -8.5% | -23.4% |
| 6M | +15.4% | -27.4% | +42.8% | +23.6% |
| YTD | +5.7% | -24.8% | +30.5% | +11.5% |
| 1Y | +41.1% | -8.2% | +49.3% | +40.3% |
| 3Y | +1,228.6% | -29.1% | +1,257.7% | +1,230.1% |
| All | +3,269.5% | -79.1% | +3,348.6% | +5,727.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling