+98.0%
VCIT vs CP
+986.9%
-888.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.3% | -2.7% | +2.3% | -0.3% |
| 30D | -0.8% | +0.2% | -0.9% | -0.8% |
| 3M | -1.0% | +2.6% | -3.6% | -1.1% |
| 6M | -1.8% | +6.0% | -7.8% | -2.0% |
| YTD | -0.7% | +24.9% | -25.6% | -1.1% |
| 1Y | +1.0% | +20.1% | -19.1% | +0.6% |
| 3Y | +18.8% | +16.4% | +2.5% | +18.4% |
| 5Y | +3.5% | +31.7% | -28.3% | +2.9% |
| 10Y | +29.2% | +223.9% | -194.6% | +29.1% |
| All | +98.0% | +986.9% | -888.9% | +104.6% |
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