+76.3%
CL vs VIG
+267.0%
-190.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | -0.1% |
| 7D | +0.5% | +0.4% | +0.1% | +0.2% |
| 30D | +11.6% | +4.3% | +7.3% | +8.7% |
| 3M | +5.6% | +2.0% | +3.6% | +4.3% |
| 6M | +13.2% | +10.2% | +3.0% | +6.4% |
| YTD | +26.9% | +14.8% | +12.1% | +16.2% |
| 1Y | +27.3% | +17.5% | +9.9% | +14.8% |
| 3Y | +39.7% | +67.4% | -27.7% | -1.5% |
| 5Y | +41.3% | +63.4% | -22.1% | +0.5% |
| 10Y | +76.3% | +259.9% | -183.6% | -31.5% |
| All | +76.3% | +267.0% | -190.7% | -31.5% |
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