+297.0%
CVS vs VCIT
+96.4%
+200.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | -7.1% | +0.1% | -7.2% | -7.1% |
| 30D | -4.0% | +1.9% | -5.9% | -4.0% |
| 3M | -12.2% | -1.4% | -10.8% | -12.2% |
| 6M | -2.2% | -2.1% | 0.0% | -2.2% |
| YTD | +8.9% | -1.6% | +10.5% | +8.9% |
| 1Y | +9.9% | -0.9% | +10.8% | +9.9% |
| 3Y | +32.1% | +20.0% | +12.1% | +32.6% |
| 5Y | +5.7% | +3.1% | +2.5% | +3.1% |
| 10Y | +39.0% | +28.7% | +10.3% | +46.2% |
| All | +297.0% | +96.4% | +200.6% | +495.3% |
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