-76.7%
VFC vs CLBK
+67.9%
-144.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -1.6% | +1.2% | -2.8% | -2.4% |
| 30D | -11.6% | +9.1% | -20.8% | -16.9% |
| 3M | -18.1% | +27.7% | -45.8% | -30.9% |
| 6M | -27.4% | +40.8% | -68.2% | -42.8% |
| YTD | -24.8% | +66.4% | -91.2% | -47.4% |
| 1Y | -8.2% | +72.4% | -80.6% | -37.3% |
| 3Y | -29.1% | +50.7% | -79.8% | -47.5% |
| 5Y | -79.2% | +42.9% | -122.1% | -85.3% |
| All | -76.7% | +67.9% | -144.6% | -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 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