+52.9%
CDE vs VCIT
+30.3%
+22.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.7% | -6.4% | -5.3% |
| 7D | +14.0% | +0.1% | +13.9% | +14.0% |
| 30D | -10.7% | +1.1% | -11.9% | -13.5% |
| 3M | -15.8% | -1.4% | -14.4% | -12.3% |
| 6M | -17.5% | -2.3% | -15.2% | -11.2% |
| YTD | -14.1% | -1.8% | -12.3% | -8.2% |
| 1Y | +2.9% | -1.0% | +3.9% | +7.9% |
| 3Y | +625.5% | +19.3% | +606.2% | +374.1% |
| 5Y | +117.1% | +3.8% | +113.3% | +107.5% |
| 10Y | +52.9% | +30.6% | +22.4% | -33.0% |
| All | +52.9% | +30.3% | +22.7% | -33.0% |
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