+293.7%
CAH vs VCIT
+29.0%
+264.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +1.7% | -0.8% | +2.5% | +2.0% |
| 3M | +17.9% | -0.5% | +18.4% | +18.0% |
| 6M | +10.9% | -1.4% | +12.3% | +11.4% |
| YTD | +17.9% | -0.8% | +18.6% | +18.1% |
| 1Y | +61.7% | +0.3% | +61.4% | +61.6% |
| 3Y | +183.7% | +19.2% | +164.5% | +170.7% |
| 5Y | +401.3% | +3.6% | +397.8% | +391.5% |
| 10Y | +293.7% | +29.3% | +264.4% | +324.3% |
| All | +293.7% | +29.0% | +264.7% | +324.3% |
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