+95.9%
VCIT vs CP
+1,022.6%
-926.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.5% |
| 7D | +0.4% | +5.6% | -5.1% | +0.3% |
| 30D | +2.2% | +10.0% | -7.9% | +2.0% |
| 3M | -1.8% | +4.4% | -6.2% | -1.9% |
| 6M | -1.6% | +14.1% | -15.7% | -1.9% |
| YTD | -1.7% | +29.1% | -30.8% | -2.2% |
| 1Y | -0.8% | +34.6% | -35.4% | -1.4% |
| 3Y | +19.3% | +29.8% | -10.5% | +18.6% |
| 5Y | +3.5% | +28.7% | -25.2% | +2.9% |
| 10Y | +28.6% | +267.3% | -238.7% | +28.5% |
| All | +95.9% | +1,022.6% | -926.8% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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