+141.0%
CI vs VIG
+241.3%
-100.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.4% |
| 7D | -1.1% | -1.2% | +0.1% | 0.0% |
| 30D | +0.5% | -2.8% | +3.3% | +3.3% |
| 3M | -5.2% | +2.5% | -7.6% | -7.5% |
| 6M | +4.3% | +8.1% | -3.8% | -3.6% |
| YTD | +2.8% | +9.6% | -6.8% | -6.3% |
| 1Y | -5.8% | +14.2% | -20.0% | -17.6% |
| 3Y | +4.7% | +56.1% | -51.4% | -34.9% |
| 5Y | +42.7% | +62.8% | -20.2% | -16.3% |
| 10Y | +141.0% | +248.2% | -107.2% | -36.3% |
| All | +141.0% | +241.3% | -100.4% | -36.3% |
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