+40.8%
CL vs VCIT
+19.6%
+21.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +2.7% |
| 7D | +7.7% | +0.4% | +7.3% | +7.3% |
| 30D | +15.2% | +2.2% | +13.1% | +13.1% |
| 3M | +7.3% | -1.8% | +9.2% | +9.0% |
| 6M | +17.0% | -1.6% | +18.6% | +18.5% |
| YTD | +28.0% | -1.7% | +29.7% | +29.9% |
| 1Y | +32.1% | -0.8% | +33.0% | +33.1% |
| All | +40.8% | +19.6% | +21.2% | +29.5% |
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