+1.4%
CCL vs VCIT
+4.1%
-2.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.0% | -0.3% | -4.7% | -4.4% |
| 30D | -20.3% | -0.8% | -19.6% | -19.2% |
| 3M | -15.1% | -1.0% | -14.1% | -13.3% |
| 6M | -15.1% | -1.8% | -13.3% | -11.7% |
| YTD | -21.8% | -0.7% | -21.1% | -20.0% |
| 1Y | -24.8% | +1.0% | -25.8% | -25.0% |
| 3Y | +51.9% | +18.8% | +33.0% | +19.8% |
| All | +1.4% | +4.1% | -2.7% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling