+1,535.4%
CRM vs VCIT
+98.3%
+1,437.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | +34.3% | -0.8% | +35.1% | +34.7% |
| 3M | +37.7% | -1.0% | +38.7% | +38.2% |
| 6M | +34.9% | -1.8% | +36.8% | +35.9% |
| YTD | -1.6% | -0.7% | -0.9% | -1.4% |
| 1Y | +7.1% | +1.0% | +6.2% | +6.7% |
| 3Y | +19.0% | +18.8% | +0.2% | +11.2% |
| 5Y | -1.3% | +3.5% | -4.7% | -8.6% |
| 10Y | +251.2% | +29.2% | +221.9% | +256.9% |
| All | +1,535.4% | +98.3% | +1,437.2% | +2,734.2% |
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