-28.5%
CCL vs VCIT
+30.2%
-58.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.0% |
| 7D | +3.1% | +0.7% | +2.3% | +1.7% |
| 30D | +17.5% | +1.8% | +15.7% | +13.6% |
| 3M | +6.8% | -1.1% | +7.9% | +9.3% |
| 6M | +18.7% | -1.7% | +20.4% | +23.2% |
| YTD | +3.0% | -1.1% | +4.2% | +6.5% |
| 1Y | +17.7% | -0.4% | +18.1% | +20.1% |
| 3Y | +155.6% | +20.5% | +135.1% | +86.8% |
| 5Y | +30.2% | +3.8% | +26.4% | +24.3% |
| 10Y | -28.5% | +31.2% | -59.7% | -30.5% |
| All | -28.5% | +30.2% | -58.7% | -30.5% |
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