-63.8%
VFC vs CLBK
+60.9%
-124.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.8% | +3.6% |
| 7D | +1.6% | +0.9% | +0.7% | +1.0% |
| 30D | +25.5% | +3.4% | +22.1% | +22.7% |
| 3M | +41.3% | -4.3% | +45.6% | +44.8% |
| 6M | +22.2% | +28.4% | -6.1% | +2.0% |
| YTD | +16.4% | +59.4% | -43.0% | -16.5% |
| 1Y | +38.4% | +64.8% | -26.4% | -2.7% |
| 3Y | +56.2% | +50.6% | +5.6% | +15.3% |
| 5Y | -68.2% | +28.3% | -96.4% | -75.8% |
| All | -63.8% | +60.9% | -124.7% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling