+96.3%
VCIT vs CAG
+64.1%
+32.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | +0.2% |
| 7D | +0.5% | +11.4% | -10.9% | +0.2% |
| 30D | +2.1% | +16.7% | -14.6% | +1.7% |
| 3M | -1.6% | +4.5% | -6.1% | -1.7% |
| 6M | -1.6% | +13.3% | -14.9% | -1.9% |
| YTD | -1.5% | -4.2% | +2.6% | -1.5% |
| 1Y | -0.4% | -2.9% | +2.5% | -0.4% |
| 3Y | +19.6% | -33.2% | +52.7% | +20.3% |
| 5Y | +3.3% | -38.4% | +41.6% | +4.0% |
| 10Y | +28.9% | -36.4% | +65.3% | +29.6% |
| All | +96.3% | +64.1% | +32.2% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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