+28.9%
VCIT vs CRL
+386.8%
-357.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.8% | -8.0% | -0.4% |
| 7D | +0.1% | -6.1% | +6.2% | +0.3% |
| 30D | +1.9% | +12.4% | -10.5% | +1.4% |
| 3M | -1.4% | +27.1% | -28.6% | -2.4% |
| 6M | -2.1% | +85.7% | -87.9% | -4.6% |
| YTD | -1.6% | +69.2% | -70.8% | -3.9% |
| 1Y | -0.9% | +97.5% | -98.4% | -3.8% |
| 3Y | +20.0% | +86.1% | -66.1% | +15.7% |
| 5Y | +3.1% | -10.0% | +13.2% | +1.3% |
| All | +28.9% | +386.8% | -357.9% | +26.3% |
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