+1,276.7%
CRM vs VCIT
+95.3%
+1,181.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.0% | -1.4% | +3.4% | +2.5% |
| 30D | -7.7% | +0.6% | -8.2% | -7.9% |
| 3M | +8.4% | -2.2% | +10.6% | +9.3% |
| 6M | +31.9% | -2.3% | +34.2% | +33.1% |
| YTD | -17.2% | -2.2% | -15.0% | -16.5% |
| 1Y | -8.6% | -1.4% | -7.3% | -8.2% |
| 3Y | +3.1% | +18.7% | -15.6% | -3.6% |
| 5Y | -27.6% | +3.6% | -31.2% | -32.5% |
| 10Y | +197.6% | +30.4% | +167.2% | +209.9% |
| All | +1,276.7% | +95.3% | +1,181.4% | +2,299.8% |
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