-8.2%
CDE vs VCIT
+98.3%
-106.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.5% | -0.3% | +0.9% | +1.3% |
| 30D | +21.9% | -0.8% | +22.6% | +24.2% |
| 3M | +14.9% | -1.0% | +15.9% | +18.2% |
| 6M | -10.5% | -1.8% | -8.7% | -5.5% |
| YTD | +19.3% | -0.7% | +20.0% | +22.8% |
| 1Y | +50.8% | +1.0% | +49.8% | +50.2% |
| 3Y | +782.3% | +18.8% | +763.5% | +531.5% |
| 5Y | +191.7% | +3.5% | +188.2% | +175.7% |
| 10Y | +57.6% | +29.2% | +28.4% | +9.2% |
| All | -8.2% | +98.3% | -106.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling