+248.2%
CB vs VCIT
+28.8%
+219.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +9.1% | +1.9% | +7.1% | +8.3% |
| 3M | +3.4% | -1.4% | +4.9% | +3.9% |
| 6M | +14.1% | -2.1% | +16.2% | +14.9% |
| YTD | +18.0% | -1.6% | +19.7% | +18.6% |
| 1Y | +30.1% | -0.9% | +31.0% | +30.4% |
| 3Y | +71.8% | +20.0% | +51.8% | +60.7% |
| 5Y | +101.8% | +3.1% | +98.7% | +100.1% |
| All | +248.2% | +28.8% | +219.4% | +264.4% |
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