+30.6%
VCIT vs CRS
+967.2%
-936.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.7% | -9.7% | -0.2% |
| 7D | +0.7% | +4.9% | -4.2% | +0.6% |
| 30D | +1.8% | -20.8% | +22.6% | +2.3% |
| 3M | -1.6% | -46.4% | +44.9% | -0.1% |
| 6M | -2.1% | -28.6% | +26.5% | -1.4% |
| YTD | -1.6% | -2.8% | +1.2% | -1.8% |
| 1Y | -0.8% | -6.7% | +5.9% | -0.9% |
| 3Y | +19.9% | +368.0% | -348.1% | +13.9% |
| 5Y | +3.3% | +852.9% | -849.6% | -4.4% |
| 10Y | +30.6% | +905.1% | -874.5% | +17.4% |
| All | +30.6% | +967.2% | -936.5% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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