+96.1%
VCIT vs CRS
+1,398.5%
-1,302.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.1% | -1.7% | +1.8% | +0.1% |
| 30D | +1.9% | -28.8% | +30.7% | +2.4% |
| 3M | -1.4% | -50.0% | +48.6% | -0.5% |
| 6M | -2.1% | -39.2% | +37.1% | -1.5% |
| YTD | -1.6% | -11.4% | +9.8% | -1.6% |
| 1Y | -0.9% | -11.7% | +10.8% | -0.9% |
| 3Y | +20.0% | +319.6% | -299.7% | +16.9% |
| 5Y | +3.1% | +794.8% | -791.6% | -0.8% |
| 10Y | +28.7% | +926.9% | -898.2% | +22.3% |
| All | +96.1% | +1,398.5% | -1,302.5% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling