+3,542.1%
CLS vs VIG
+63.6%
+3,478.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +7.1% |
| 7D | +12.8% | -0.4% | +13.2% | +13.6% |
| 30D | +3.8% | -2.1% | +5.9% | +7.7% |
| 3M | -14.6% | +3.3% | -18.0% | -19.3% |
| 6M | +32.2% | +9.3% | +23.0% | +14.7% |
| YTD | +11.6% | +10.1% | +1.5% | -4.5% |
| 1Y | +35.1% | +14.7% | +20.3% | +9.1% |
| 3Y | +1,312.5% | +56.9% | +1,255.6% | +641.1% |
| 5Y | +3,542.1% | +62.9% | +3,479.1% | +1,738.3% |
| All | +3,542.1% | +63.6% | +3,478.5% | +1,738.3% |
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