+2,649.6%
CLS vs VIG
+623.5%
+2,026.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.4% |
| 7D | +4.6% | -0.4% | +5.0% | +5.2% |
| 30D | -13.9% | -1.0% | -12.9% | -12.8% |
| 3M | -26.6% | +2.8% | -29.3% | -28.9% |
| 6M | +15.4% | +8.2% | +7.2% | +5.3% |
| YTD | +5.7% | +11.0% | -5.4% | -6.9% |
| 1Y | +41.1% | +16.1% | +25.0% | +18.3% |
| 3Y | +1,228.6% | +56.2% | +1,172.4% | +695.8% |
| 5Y | +3,240.6% | +63.0% | +3,177.7% | +1,824.0% |
| 10Y | +2,760.3% | +241.4% | +2,518.9% | +556.8% |
| All | +2,649.6% | +623.5% | +2,026.0% | +123.5% |
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