+17.6%
CCI vs VLTO
+56.3%
-38.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +3.2% | +1.6% | +1.6% | +2.8% |
| 30D | +12.2% | +22.0% | -9.8% | +7.0% |
| 3M | +23.1% | +21.9% | +1.3% | +17.4% |
| 6M | +1.3% | +36.5% | -35.3% | -5.9% |
| YTD | +4.5% | +19.0% | -14.5% | 0.0% |
| 1Y | +2.3% | +21.0% | -18.7% | -2.7% |
| 3Y | +9.8% | +69.9% | -60.1% | -4.8% |
| All | +17.6% | +56.3% | -38.7% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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