+19.6%
CCI vs VFC
-70.6%
+90.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.4% |
| 7D | -4.4% | -4.0% | -0.4% | -3.9% |
| 30D | +0.3% | -14.6% | +14.9% | +2.4% |
| 3M | -20.0% | -23.1% | +3.1% | -17.7% |
| 6M | -14.5% | -25.2% | +10.7% | -12.0% |
| YTD | -14.9% | -29.5% | +14.6% | -11.8% |
| 1Y | -17.7% | -14.4% | -3.3% | -17.5% |
| 3Y | -12.4% | -28.7% | +16.4% | -16.8% |
| 5Y | -50.1% | -79.1% | +29.0% | -38.8% |
| All | +19.6% | -70.6% | +90.2% | +33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling