+53.4%
CL vs VIG
+240.3%
-186.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | -1.4% | -0.4% | -1.0% | -1.1% |
| 30D | -5.2% | -2.1% | -3.1% | -3.9% |
| 3M | +3.3% | +3.3% | 0.0% | +1.2% |
| 6M | -4.4% | +9.3% | -13.7% | -9.6% |
| YTD | +13.9% | +10.1% | +3.8% | +7.0% |
| 1Y | +7.6% | +14.7% | -7.1% | -1.6% |
| 3Y | +29.6% | +56.9% | -27.4% | -4.8% |
| 5Y | +28.1% | +62.9% | -34.9% | -9.2% |
| 10Y | +53.4% | +241.3% | -187.9% | -37.5% |
| All | +53.4% | +240.3% | -186.9% | -37.5% |
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