+44.1%
CLBK vs VIG
+62.2%
-18.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | -1.5% | -1.2% | -0.3% | -0.5% |
| 30D | +6.7% | -2.8% | +9.5% | +9.3% |
| 3M | +21.2% | +2.5% | +18.7% | +18.5% |
| 6M | +42.0% | +8.1% | +33.9% | +32.6% |
| YTD | +63.3% | +9.6% | +53.7% | +50.9% |
| 1Y | +65.4% | +14.2% | +51.2% | +47.7% |
| 3Y | +52.5% | +56.1% | -3.6% | +9.2% |
| All | +44.1% | +62.2% | -18.1% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling