+55.4%
CCL vs VCIT
+19.1%
+36.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | -5.0% | -0.3% | -4.7% | -4.2% |
| 30D | -20.3% | -0.8% | -19.6% | -18.8% |
| 3M | -15.1% | -1.0% | -14.1% | -12.8% |
| 6M | -15.1% | -1.8% | -13.3% | -11.0% |
| YTD | -21.8% | -0.7% | -21.1% | -19.5% |
| 1Y | -24.8% | +1.0% | -25.8% | -24.8% |
| All | +55.4% | +19.1% | +36.3% | +12.6% |
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 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