-36.2%
CLS vs VIG
+11.4%
-47.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +6.8% |
| 7D | +2.8% | -0.3% | +3.1% | +3.8% |
| 30D | -30.1% | +4.9% | -35.0% | -36.8% |
| 3M | -21.7% | +2.9% | -24.7% | -24.5% |
| 6M | -36.2% | +11.2% | -47.5% | -56.2% |
| All | -36.2% | +11.4% | -47.7% | -56.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling