-31.2%
CCL vs VCIT
+28.8%
-60.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.2% |
| 7D | +2.6% | +0.1% | +2.5% | +2.4% |
| 30D | +13.1% | +1.9% | +11.2% | +9.1% |
| 3M | +3.3% | -1.4% | +4.7% | +6.3% |
| 6M | +8.7% | -2.1% | +10.8% | +13.8% |
| YTD | -1.6% | -1.6% | 0.0% | +2.7% |
| 1Y | +14.0% | -0.9% | +14.9% | +17.4% |
| 3Y | +145.1% | +20.0% | +125.2% | +80.8% |
| 5Y | +21.2% | +3.1% | +18.1% | +17.1% |
| All | -31.2% | +28.8% | -60.0% | -32.6% |
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 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