+31.2%
VCIT vs CRL
+350.3%
-319.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | -1.4% | +0.1% | -1.6% | -1.4% |
| 30D | +0.6% | +11.9% | -11.3% | +0.1% |
| 3M | -2.2% | +20.2% | -22.4% | -3.0% |
| 6M | -2.3% | +107.5% | -109.9% | -5.2% |
| YTD | -2.2% | +69.4% | -71.6% | -4.5% |
| 1Y | -1.4% | +99.7% | -101.1% | -4.3% |
| 3Y | +18.7% | +98.8% | -80.0% | +14.2% |
| 5Y | +3.6% | -12.4% | +16.0% | +1.8% |
| All | +31.2% | +350.3% | -319.1% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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