+1,277.8%
CRM vs VCIT
+97.0%
+1,180.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -4.0% | -0.5% | -3.5% | -3.8% |
| 30D | -6.8% | +1.5% | -8.3% | -7.3% |
| 3M | +10.6% | -1.0% | +11.6% | +11.0% |
| 6M | +23.4% | -1.7% | +25.0% | +24.2% |
| YTD | -17.1% | -1.4% | -15.8% | -16.7% |
| 1Y | -10.1% | -0.9% | -9.1% | -9.8% |
| 3Y | +4.0% | +19.8% | -15.8% | -3.1% |
| 5Y | -26.7% | +4.6% | -31.3% | -31.9% |
| 10Y | +197.9% | +31.5% | +166.3% | +209.1% |
| All | +1,277.8% | +97.0% | +1,180.8% | +2,293.8% |
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