+248.5%
CL vs VCIT
+96.6%
+151.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +5.9% | +0.5% | +5.5% | +5.8% |
| 30D | +13.8% | +2.1% | +11.7% | +13.0% |
| 3M | +6.4% | -1.6% | +8.0% | +7.0% |
| 6M | +15.6% | -1.6% | +17.2% | +16.2% |
| YTD | +27.9% | -1.5% | +29.4% | +28.6% |
| 1Y | +31.4% | -0.4% | +31.8% | +31.6% |
| 3Y | +41.4% | +19.6% | +21.8% | +34.7% |
| 5Y | +42.8% | +3.3% | +39.5% | +38.9% |
| 10Y | +79.7% | +28.9% | +50.8% | +74.3% |
| All | +248.5% | +96.6% | +151.9% | +301.7% |
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