+238.9%
CRM vs VCIT
+28.6%
+210.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +2.0% |
| 7D | -4.4% | -1.2% | -3.3% | -3.5% |
| 30D | +28.1% | -1.6% | +29.7% | +29.9% |
| 3M | +48.8% | -2.3% | +51.1% | +51.8% |
| 6M | +28.3% | -1.9% | +30.2% | +30.3% |
| YTD | -6.0% | -1.8% | -4.2% | -4.6% |
| 1Y | +1.4% | -1.2% | +2.6% | +2.3% |
| 3Y | +11.8% | +18.1% | -6.2% | -3.9% |
| 5Y | -2.0% | +2.3% | -4.3% | -8.7% |
| All | +238.9% | +28.6% | +210.3% | +215.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling