+447.8%
CRH vs VCIT
+98.1%
+349.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.8% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -9.5% | -0.8% | -8.7% | -9.0% |
| 3M | -10.4% | -0.5% | -9.9% | -10.0% |
| 6M | -14.2% | -1.4% | -12.8% | -13.2% |
| YTD | -26.6% | -0.8% | -25.8% | -26.0% |
| 1Y | -18.2% | +0.3% | -18.5% | -18.1% |
| 3Y | +74.9% | +19.2% | +55.7% | +57.9% |
| 5Y | +101.7% | +3.6% | +98.1% | +88.3% |
| 10Y | +249.4% | +29.3% | +220.2% | +241.7% |
| All | +447.8% | +98.1% | +349.7% | +929.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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