+3.8%
VCIT vs CMS
+23.4%
-19.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -0.8% | -3.6% | +2.8% | -0.4% |
| 3M | -1.0% | -1.9% | +0.9% | -0.9% |
| 6M | -1.8% | -11.0% | +9.1% | -0.6% |
| YTD | -0.7% | +0.2% | -0.9% | -0.9% |
| 1Y | +1.0% | -1.3% | +2.3% | +0.9% |
| 3Y | +18.8% | +35.9% | -17.1% | +13.5% |
| All | +3.8% | +23.4% | -19.6% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 5y: compounded portfolio wealth divided by compounded CMS 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…
5y analysis · Full analysis span regression · 6 months rolling