+895.8%
CCI vs VFC
+170.5%
+725.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.2% | -2.4% |
| 7D | -0.4% | -1.6% | +1.2% | 0.0% |
| 30D | +2.7% | -11.6% | +14.3% | +5.7% |
| 3M | -18.2% | -18.1% | -0.1% | -15.1% |
| 6M | -14.8% | -27.4% | +12.6% | -9.5% |
| YTD | -12.6% | -24.8% | +12.2% | -8.3% |
| 1Y | -16.7% | -8.2% | -8.5% | -18.1% |
| 3Y | -10.5% | -29.1% | +18.6% | -18.3% |
| 5Y | -51.4% | -79.2% | +27.7% | -36.1% |
| 10Y | +20.0% | -68.1% | +88.1% | +22.0% |
| All | +895.8% | +170.5% | +725.3% | +348.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling