+838.3%
CI vs VIG
+630.3%
+208.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.2% |
| 7D | -1.6% | -1.8% | +0.2% | +0.4% |
| 30D | +5.4% | +2.7% | +2.7% | +2.3% |
| 3M | +7.3% | 0.0% | +7.3% | +7.3% |
| 6M | +5.3% | +6.8% | -1.5% | -2.5% |
| YTD | +8.5% | +12.1% | -3.6% | -5.1% |
| 1Y | +17.1% | +14.8% | +2.3% | -0.4% |
| 3Y | +1.4% | +62.4% | -61.0% | -43.7% |
| 5Y | +50.5% | +59.6% | -9.1% | -16.3% |
| 10Y | +168.5% | +261.5% | -92.9% | -44.9% |
| All | +838.3% | +630.3% | +208.0% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling