+9.8%
CCI vs VFC
+47.8%
-38.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +3.2% | +3.5% | -0.3% | +3.0% |
| 30D | +12.2% | +38.3% | -26.1% | +10.4% |
| 3M | +23.1% | +40.2% | -17.0% | +21.1% |
| 6M | +1.3% | +10.6% | -9.4% | +0.4% |
| YTD | +4.5% | +16.7% | -12.3% | +3.2% |
| 1Y | +2.3% | +45.0% | -42.7% | +0.1% |
| 3Y | +9.8% | +48.8% | -39.0% | -0.3% |
| All | +9.8% | +47.8% | -38.0% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling