+96.6%
VCIT vs CNI
+535.1%
-438.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.5% | -1.1% | +0.6% | -0.5% |
| 30D | +1.5% | +7.6% | -6.2% | +1.3% |
| 3M | -1.0% | +1.6% | -2.5% | -1.0% |
| 6M | -1.7% | +16.6% | -18.3% | -2.0% |
| YTD | -1.4% | +31.3% | -32.6% | -2.0% |
| 1Y | -0.9% | +35.2% | -36.2% | -1.6% |
| 3Y | +19.8% | +21.5% | -1.7% | +19.1% |
| 5Y | +4.6% | +8.5% | -3.9% | +4.0% |
| 10Y | +31.5% | +142.9% | -111.4% | +31.5% |
| All | +96.6% | +535.1% | -438.5% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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