+380.1%
CL vs VIG
+623.5%
-243.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -2.2% | -0.4% | -1.7% | -1.9% |
| 30D | -4.8% | -1.0% | -3.9% | -4.2% |
| 3M | +4.9% | +2.8% | +2.1% | +2.9% |
| 6M | -5.7% | +8.2% | -13.9% | -10.6% |
| YTD | +14.4% | +11.0% | +3.4% | +6.5% |
| 1Y | +8.7% | +16.1% | -7.4% | -2.0% |
| 3Y | +30.0% | +56.2% | -26.2% | -5.5% |
| 5Y | +28.4% | +63.0% | -34.6% | -10.3% |
| 10Y | +50.1% | +241.4% | -191.3% | -38.9% |
| All | +380.1% | +623.5% | -243.4% | +14.5% |
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 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