+29.9%
VCIT vs CLBK
+59.4%
-29.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | +1.9% | +2.9% | -1.0% | +1.8% |
| 3M | -1.4% | +3.0% | -4.4% | -1.5% |
| 6M | -2.1% | +27.3% | -29.4% | -2.8% |
| YTD | -1.6% | +58.0% | -59.6% | -2.8% |
| 1Y | -0.9% | +62.4% | -63.3% | -2.2% |
| 3Y | +20.0% | +46.9% | -27.0% | +18.4% |
| 5Y | +3.1% | +25.3% | -22.1% | +1.9% |
| All | +29.9% | +59.4% | -29.5% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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