+19.6%
CCI vs VFC
-70.4%
+90.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.5% |
| 7D | -4.4% | -3.3% | -1.1% | -4.0% |
| 30D | +0.3% | -14.0% | +14.3% | +2.3% |
| 3M | -20.0% | -22.6% | +2.6% | -17.7% |
| 6M | -14.5% | -24.7% | +10.2% | -12.1% |
| YTD | -14.9% | -29.0% | +14.1% | -11.9% |
| 1Y | -17.7% | -13.8% | -3.9% | -17.6% |
| 3Y | -12.4% | -28.2% | +15.9% | -16.9% |
| 5Y | -50.1% | -79.0% | +28.9% | -38.8% |
| All | +19.6% | -70.4% | +90.0% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VFC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling