-25.5%
VFC vs CLBK
+55.4%
-80.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.4% |
| 7D | +0.8% | +1.1% | -0.3% | 0.0% |
| 30D | -11.9% | +7.8% | -19.7% | -17.0% |
| 3M | -20.2% | +23.9% | -44.0% | -32.5% |
| 6M | -23.0% | +42.3% | -65.3% | -41.8% |
| YTD | -26.2% | +65.4% | -91.6% | -50.8% |
| 1Y | -13.3% | +70.3% | -83.7% | -43.6% |
| 3Y | -25.5% | +54.5% | -79.9% | -50.3% |
| All | -25.5% | +55.4% | -80.9% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling