+31.2%
VCIT vs CFG
+216.2%
-185.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -1.4% | +3.2% | -4.6% | -1.5% |
| 30D | +0.6% | +5.1% | -4.6% | +0.5% |
| 3M | -2.2% | -11.2% | +9.0% | -2.1% |
| 6M | -2.3% | +9.6% | -11.9% | -2.5% |
| YTD | -2.2% | +15.0% | -17.2% | -2.4% |
| 1Y | -1.4% | +29.9% | -31.2% | -1.7% |
| 3Y | +18.7% | +192.1% | -173.3% | +17.0% |
| 5Y | +3.6% | +62.3% | -58.7% | +2.3% |
| All | +31.2% | +216.2% | -185.0% | +30.5% |
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