-26.8%
CLS vs VCIT
-0.8%
-26.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.8% | -0.5% | +3.2% | +4.1% |
| 30D | -30.1% | +1.5% | -31.6% | -34.5% |
| 3M | -21.7% | -1.0% | -20.8% | -17.3% |
| 6M | -36.2% | -1.7% | -34.6% | -29.8% |
| YTD | -17.8% | -1.4% | -16.5% | -11.0% |
| 1Y | -26.8% | -0.9% | -25.9% | -22.6% |
| All | -26.8% | -0.8% | -26.0% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling