+67.4%
CLBK vs VIG
+177.4%
-110.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | +1.2% | -0.4% | +1.6% | +1.6% |
| 30D | +9.1% | -1.0% | +10.1% | +10.0% |
| 3M | +27.7% | +2.8% | +24.9% | +24.7% |
| 6M | +40.8% | +8.2% | +32.6% | +31.8% |
| YTD | +66.4% | +11.0% | +55.4% | +52.6% |
| 1Y | +72.4% | +16.1% | +56.2% | +52.4% |
| 3Y | +50.7% | +56.2% | -5.5% | +6.5% |
| 5Y | +42.9% | +63.0% | -20.1% | -2.9% |
| All | +67.4% | +177.4% | -110.0% | -20.4% |
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 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