-79.0%
VFC vs CLBK
+41.8%
-120.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.4% |
| 7D | -2.3% | -1.5% | -0.9% | -1.5% |
| 30D | -13.4% | +6.7% | -20.0% | -16.9% |
| 3M | -23.7% | +21.2% | -44.9% | -32.4% |
| 6M | -24.5% | +42.0% | -66.4% | -39.5% |
| YTD | -27.8% | +63.3% | -91.1% | -47.1% |
| 1Y | -13.5% | +65.4% | -78.8% | -37.1% |
| 3Y | -27.1% | +52.5% | -79.6% | -44.8% |
| 5Y | -79.0% | +42.0% | -121.0% | -84.8% |
| All | -79.0% | +41.8% | -120.8% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling