-14.4%
VFC vs CLBK
+66.6%
-81.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.6% |
| 7D | -4.0% | -1.4% | -2.6% | -3.2% |
| 30D | -14.6% | +4.5% | -19.1% | -17.0% |
| 3M | -23.1% | +22.8% | -45.9% | -32.8% |
| 6M | -25.2% | +43.4% | -68.7% | -41.6% |
| YTD | -29.5% | +64.1% | -93.6% | -50.4% |
| 1Y | -14.4% | +67.6% | -81.9% | -43.0% |
| All | -14.4% | +66.6% | -81.0% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling