+95.9%
VCIT vs CVE
+64.5%
+31.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.6% | +8.3% | +0.7% |
| 7D | +0.4% | -12.1% | +12.5% | +0.5% |
| 30D | +2.2% | -9.8% | +12.0% | +2.2% |
| 3M | -1.8% | -0.7% | -1.1% | -1.8% |
| 6M | -1.6% | -4.3% | +2.7% | -1.6% |
| YTD | -1.7% | +70.6% | -72.3% | -2.2% |
| 1Y | -0.8% | +73.2% | -74.0% | -1.3% |
| 3Y | +19.3% | +60.3% | -41.0% | +18.7% |
| 5Y | +3.5% | +159.3% | -155.8% | +2.4% |
| 10Y | +28.6% | +147.4% | -118.8% | +23.7% |
| All | +95.9% | +64.5% | +31.4% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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