+43.7%
VCIT vs CFG
+396.4%
-352.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.3% | +1.5% | -1.9% | -0.4% |
| 30D | -0.8% | -3.8% | +3.1% | -0.7% |
| 3M | -1.0% | +11.5% | -12.5% | -1.1% |
| 6M | -1.8% | +19.2% | -21.0% | -2.0% |
| YTD | -0.7% | +23.7% | -24.4% | -0.8% |
| 1Y | +1.0% | +38.8% | -37.9% | +0.8% |
| 3Y | +18.8% | +178.9% | -160.1% | +18.1% |
| 5Y | +3.5% | +101.8% | -98.3% | +2.8% |
| 10Y | +29.2% | +317.3% | -288.0% | +30.8% |
| All | +43.7% | +396.4% | -352.7% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling