+354.8%
CVS vs VCIT
+98.3%
+256.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | -2.4% | -0.8% | -1.6% | -2.4% |
| 3M | +2.7% | -1.0% | +3.7% | +2.6% |
| 6M | +21.9% | -1.8% | +23.7% | +21.8% |
| YTD | +24.7% | -0.7% | +25.4% | +24.7% |
| 1Y | +35.4% | +1.0% | +34.5% | +35.5% |
| 3Y | +65.2% | +18.8% | +46.3% | +65.7% |
| 5Y | +30.5% | +3.5% | +27.1% | +27.3% |
| 10Y | +40.4% | +29.2% | +11.1% | +47.3% |
| All | +354.8% | +98.3% | +256.5% | +582.0% |
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