+86.4%
CL vs VIG
+262.7%
-176.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.6% |
| 7D | -0.8% | -0.3% | -0.4% | -0.6% |
| 30D | +9.5% | +4.9% | +4.6% | +6.3% |
| 3M | +6.8% | +2.9% | +3.8% | +4.8% |
| 6M | +14.3% | +11.2% | +3.0% | +6.8% |
| YTD | +27.0% | +16.0% | +11.0% | +15.5% |
| 1Y | +26.3% | +17.0% | +9.3% | +14.2% |
| 3Y | +39.3% | +66.9% | -27.6% | -1.5% |
| 5Y | +41.5% | +65.8% | -24.3% | -0.3% |
| All | +86.4% | +262.7% | -176.2% | -27.4% |
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