+42.5%
VCIT vs CFG
+351.2%
-308.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.4% | +0.2% |
| 7D | +0.5% | -2.2% | +2.6% | +0.5% |
| 30D | +2.1% | +0.4% | +1.7% | +2.1% |
| 3M | -1.6% | -12.6% | +11.0% | -1.5% |
| 6M | -1.6% | +0.6% | -2.2% | -1.6% |
| YTD | -1.5% | +12.4% | -14.0% | -1.6% |
| 1Y | -0.4% | +27.7% | -28.1% | -0.5% |
| 3Y | +19.6% | +172.4% | -152.8% | +18.9% |
| 5Y | +3.3% | +64.0% | -60.7% | +2.6% |
| 10Y | +28.9% | +252.8% | -223.9% | +30.0% |
| All | +42.5% | +351.2% | -308.7% | +45.2% |
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