+20.1%
VCIT vs CRL
+72.9%
-52.8%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.3% |
| 7D | +0.5% | -16.8% | +17.2% | +1.0% |
| 30D | +2.1% | +2.6% | -0.6% | +1.9% |
| 3M | -1.6% | +20.1% | -21.6% | -2.2% |
| 6M | -1.6% | +68.8% | -70.4% | -3.4% |
| YTD | -1.5% | +56.9% | -58.4% | -3.3% |
| 1Y | -0.4% | +86.7% | -87.0% | -2.8% |
| All | +20.1% | +72.9% | -52.8% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling