+1,770.4%
CLS vs VIG
+261.5%
+1,508.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.1% |
| 7D | -13.9% | +1.0% | -14.8% | -14.8% |
| 30D | -38.2% | +4.5% | -42.7% | -41.9% |
| 3M | -28.8% | +2.1% | -30.9% | -30.8% |
| 6M | -40.4% | +10.5% | -50.9% | -47.7% |
| YTD | -24.3% | +15.1% | -39.3% | -36.8% |
| 1Y | -35.0% | +16.9% | -51.9% | -46.4% |
| 3Y | +778.7% | +65.6% | +713.1% | +386.7% |
| 5Y | +1,884.8% | +64.4% | +1,820.5% | +1,023.6% |
| All | +1,770.4% | +261.5% | +1,508.9% | +366.6% |
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