+442.0%
CAH vs VCIT
+28.8%
+413.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +8.5% | +0.1% | +8.4% | +8.4% |
| 30D | +17.0% | +1.9% | +15.1% | +16.4% |
| 3M | +14.6% | -1.4% | +16.0% | +15.1% |
| 6M | +42.5% | -2.1% | +44.7% | +43.4% |
| YTD | +33.5% | -1.6% | +35.1% | +34.1% |
| 1Y | +38.5% | -0.9% | +39.4% | +38.9% |
| 3Y | +179.0% | +20.0% | +159.0% | +166.3% |
| 5Y | +507.2% | +3.1% | +504.0% | +495.6% |
| All | +442.0% | +28.8% | +413.2% | +482.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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