+77.2%
CL vs VCIT
+29.0%
+48.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +5.9% | +0.5% | +5.5% | +5.7% |
| 30D | +13.8% | +2.1% | +11.7% | +12.5% |
| 3M | +6.4% | -1.6% | +8.0% | +7.3% |
| 6M | +15.6% | -1.6% | +17.2% | +16.6% |
| YTD | +27.9% | -1.5% | +29.4% | +29.0% |
| 1Y | +31.4% | -0.4% | +31.8% | +31.7% |
| 3Y | +41.4% | +19.6% | +21.8% | +30.0% |
| 5Y | +42.8% | +3.3% | +39.5% | +39.2% |
| All | +77.2% | +29.0% | +48.2% | +59.3% |
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