+955.4%
CB vs VCIT
+96.2%
+859.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | +5.3% | +0.4% | +4.8% | +5.2% |
| 30D | +13.2% | +2.2% | +11.0% | +12.9% |
| 3M | +7.8% | -1.8% | +9.6% | +8.0% |
| 6M | +15.8% | -1.6% | +17.4% | +16.0% |
| YTD | +21.0% | -1.7% | +22.7% | +21.2% |
| 1Y | +32.2% | -0.8% | +33.0% | +32.3% |
| 3Y | +76.7% | +19.3% | +57.4% | +72.6% |
| 5Y | +110.4% | +3.5% | +106.8% | +106.7% |
| 10Y | +261.0% | +28.6% | +232.4% | +273.6% |
| All | +955.4% | +96.2% | +859.2% | +1,400.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling