+73.4%
CL vs VIG
+257.3%
-183.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | +1.3% | -1.8% | +3.1% | +2.5% |
| 30D | +11.4% | +2.7% | +8.7% | +9.5% |
| 3M | +4.4% | 0.0% | +4.5% | +4.4% |
| 6M | +10.8% | +6.8% | +4.0% | +6.3% |
| YTD | +25.1% | +12.1% | +13.1% | +16.3% |
| 1Y | +28.0% | +14.8% | +13.1% | +17.0% |
| 3Y | +37.6% | +62.4% | -24.8% | -1.0% |
| 5Y | +39.7% | +59.6% | -19.9% | +0.9% |
| All | +73.4% | +257.3% | -183.9% | -29.6% |
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