+145.2%
CCL vs VCIT
+19.8%
+125.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -6.1% |
| 7D | +2.6% | +0.5% | +2.1% | +1.4% |
| 30D | +11.3% | +2.1% | +9.2% | +5.7% |
| 3M | +0.3% | -1.6% | +1.8% | +4.5% |
| 6M | +16.1% | -1.6% | +17.7% | +21.7% |
| YTD | -1.6% | -1.5% | 0.0% | +3.7% |
| 1Y | +11.8% | -0.4% | +12.1% | +15.3% |
| All | +145.2% | +19.8% | +125.4% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling