+142.8%
CI vs VIG
+262.6%
-119.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.2% | +3.5% | -2.3% | -2.2% |
| 30D | +2.6% | +4.9% | -2.4% | -2.1% |
| 3M | +7.4% | +2.5% | +4.9% | +4.8% |
| 6M | -0.1% | +11.0% | -11.1% | -10.0% |
| YTD | +9.7% | +16.0% | -6.2% | -5.3% |
| 1Y | +12.1% | +17.5% | -5.4% | -4.6% |
| 3Y | +7.0% | +67.0% | -60.0% | -37.7% |
| 5Y | +49.7% | +64.8% | -15.1% | -12.4% |
| All | +142.8% | +262.6% | -119.9% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling