+3,038.3%
CLS vs VIG
+241.3%
+2,797.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.8% |
| 7D | +20.1% | -1.2% | +21.3% | +22.1% |
| 30D | +6.0% | -2.8% | +8.9% | +10.3% |
| 3M | -10.3% | +2.5% | -12.8% | -13.1% |
| 6M | +24.5% | +8.1% | +16.4% | +13.2% |
| YTD | +12.9% | +9.6% | +3.3% | +0.8% |
| 1Y | +36.7% | +14.2% | +22.5% | +16.7% |
| 3Y | +1,328.1% | +56.1% | +1,272.0% | +760.0% |
| 5Y | +3,682.3% | +62.8% | +3,619.5% | +2,096.3% |
| 10Y | +3,038.3% | +248.2% | +2,790.1% | +788.4% |
| All | +3,038.3% | +241.3% | +2,797.0% | +788.4% |
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