+30.6%
VCIT vs CFG
+230.2%
-199.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.7% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +1.1% | +2.8% | -1.7% | +1.1% |
| 3M | -1.4% | -10.1% | +8.7% | -1.2% |
| 6M | -2.3% | +3.2% | -5.5% | -2.4% |
| YTD | -1.8% | +14.2% | -16.0% | -2.0% |
| 1Y | -1.0% | +27.4% | -28.4% | -1.3% |
| 3Y | +19.3% | +187.6% | -168.3% | +17.6% |
| 5Y | +3.8% | +65.7% | -61.9% | +2.6% |
| 10Y | +30.6% | +219.7% | -189.1% | +31.5% |
| All | +30.6% | +230.2% | -199.6% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling