+2,038.4%
CLS vs VIG
+655.9%
+1,382.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +7.5% |
| 7D | +2.8% | -0.3% | +3.1% | +3.9% |
| 30D | -30.1% | +4.9% | -35.0% | -34.4% |
| 3M | -21.7% | +2.9% | -24.7% | -24.6% |
| 6M | -36.2% | +11.2% | -47.5% | -44.3% |
| YTD | -17.8% | +16.0% | -33.8% | -31.7% |
| 1Y | -26.8% | +17.0% | -43.8% | -39.3% |
| 3Y | +853.4% | +66.9% | +786.5% | +421.9% |
| 5Y | +2,005.0% | +65.8% | +1,939.2% | +1,079.8% |
| 10Y | +1,929.4% | +263.6% | +1,665.8% | +329.1% |
| All | +2,038.4% | +655.9% | +1,382.5% | +64.0% |
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