+3.8%
VCIT vs CRL
-9.4%
+13.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.6% |
| 7D | +0.1% | -1.7% | +1.8% | +0.1% |
| 30D | +1.1% | +14.6% | -13.5% | +0.5% |
| 3M | -1.4% | +24.8% | -26.2% | -2.4% |
| 6M | -2.3% | +94.7% | -97.0% | -5.2% |
| YTD | -1.8% | +73.4% | -75.2% | -4.4% |
| 1Y | -1.0% | +104.7% | -105.7% | -4.4% |
| 3Y | +19.3% | +101.1% | -81.8% | +13.9% |
| 5Y | +3.8% | -10.8% | +14.6% | +1.1% |
| All | +3.8% | -9.4% | +13.2% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling