+211.7%
CL vs VCIT
+98.3%
+113.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.2% | -0.3% | -1.8% | -2.1% |
| 30D | -4.8% | -0.8% | -4.1% | -4.6% |
| 3M | +4.9% | -1.0% | +5.9% | +5.3% |
| 6M | -5.7% | -1.8% | -3.9% | -5.1% |
| YTD | +14.4% | -0.7% | +15.1% | +14.7% |
| 1Y | +8.7% | +1.0% | +7.8% | +8.4% |
| 3Y | +30.0% | +18.8% | +11.1% | +24.0% |
| 5Y | +28.4% | +3.5% | +24.9% | +24.6% |
| 10Y | +50.1% | +29.2% | +20.9% | +45.1% |
| All | +211.7% | +98.3% | +113.4% | +258.3% |
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 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