-50.8%
CCI vs VFC
-78.3%
+27.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.3% |
| 7D | +0.2% | +0.8% | -0.7% | +0.1% |
| 30D | +0.5% | -11.9% | +12.4% | +1.6% |
| 3M | -16.3% | -20.2% | +3.9% | -15.0% |
| 6M | -13.9% | -23.0% | +9.0% | -12.5% |
| YTD | -12.4% | -26.2% | +13.8% | -10.7% |
| 1Y | -15.2% | -13.3% | -1.9% | -15.1% |
| 3Y | -9.9% | -25.5% | +15.6% | -13.9% |
| 5Y | -50.8% | -78.1% | +27.3% | -43.0% |
| All | -50.8% | -78.3% | +27.5% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling