+2,271.9%
CLS vs VCIT
+96.6%
+2,175.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +0.2% | -13.2% | -13.2% |
| 7D | -27.3% | +0.5% | -27.7% | -27.6% |
| 30D | -47.0% | +2.1% | -49.1% | -48.1% |
| 3M | -43.3% | -1.6% | -41.7% | -42.5% |
| 6M | -50.8% | -1.6% | -49.2% | -50.0% |
| YTD | -30.4% | -1.5% | -28.9% | -29.2% |
| 1Y | -41.7% | -0.4% | -41.3% | -41.2% |
| 3Y | +701.4% | +19.6% | +681.8% | +596.4% |
| 5Y | +1,767.8% | +3.3% | +1,764.5% | +1,680.2% |
| 10Y | +1,636.8% | +28.9% | +1,607.9% | +1,580.2% |
| All | +2,271.9% | +96.6% | +2,175.2% | +3,880.5% |
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 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