+1,628.1%
CLS vs VCIT
+28.8%
+1,599.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.7% |
| 7D | -22.2% | +0.1% | -22.3% | -22.4% |
| 30D | -44.4% | +1.9% | -46.3% | -46.2% |
| 3M | -34.3% | -1.4% | -32.8% | -33.0% |
| 6M | -50.1% | -2.1% | -47.9% | -48.4% |
| YTD | -30.1% | -1.6% | -28.4% | -28.0% |
| 1Y | -39.3% | -0.9% | -38.4% | -38.1% |
| 3Y | +732.7% | +20.0% | +712.7% | +537.0% |
| 5Y | +1,777.2% | +3.1% | +1,774.1% | +1,746.4% |
| All | +1,628.1% | +28.8% | +1,599.3% | +1,533.2% |
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