+3,502.7%
CLS vs VCIT
+98.3%
+3,404.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.6% | -0.3% | +4.9% | +4.9% |
| 30D | -13.9% | -0.8% | -13.1% | -13.2% |
| 3M | -26.6% | -1.0% | -25.6% | -25.7% |
| 6M | +15.4% | -1.8% | +17.3% | +17.8% |
| YTD | +5.7% | -0.7% | +6.4% | +6.9% |
| 1Y | +41.1% | +1.0% | +40.1% | +40.9% |
| 3Y | +1,228.6% | +18.8% | +1,209.7% | +1,060.9% |
| 5Y | +3,240.6% | +3.5% | +3,237.2% | +3,079.1% |
| 10Y | +2,760.3% | +29.2% | +2,731.1% | +2,640.7% |
| All | +3,502.7% | +98.3% | +3,404.4% | +5,912.1% |
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