-77.0%
VFC vs CLBK
+65.5%
-142.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | -1.4% | -1.5% | +0.1% | -0.4% |
| 30D | -9.0% | -1.0% | -7.9% | -8.4% |
| 3M | -24.2% | +22.9% | -47.1% | -34.4% |
| 6M | -18.5% | +44.2% | -62.7% | -36.9% |
| YTD | -25.9% | +64.0% | -89.8% | -47.6% |
| 1Y | -13.0% | +65.7% | -78.7% | -39.0% |
| 3Y | -20.3% | +54.1% | -74.4% | -41.8% |
| 5Y | -78.1% | +44.7% | -122.8% | -84.8% |
| All | -77.0% | +65.5% | -142.4% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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