+268.9%
CCI vs VIG
+623.5%
-354.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.4% |
| 7D | -0.4% | -0.4% | 0.0% | 0.0% |
| 30D | +2.7% | -1.0% | +3.7% | +3.7% |
| 3M | -18.2% | +2.8% | -21.0% | -20.6% |
| 6M | -14.8% | +8.2% | -23.0% | -21.5% |
| YTD | -12.6% | +11.0% | -23.6% | -21.5% |
| 1Y | -16.7% | +16.1% | -32.9% | -28.6% |
| 3Y | -10.5% | +56.2% | -66.7% | -44.2% |
| 5Y | -51.4% | +63.0% | -114.4% | -71.1% |
| 10Y | +20.0% | +241.4% | -221.4% | -68.8% |
| All | +268.9% | +623.5% | -354.7% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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