-50.3%
CCI vs VMC
+48.3%
-98.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.2% | -0.2% |
| 7D | -0.3% | -5.3% | +5.1% | +1.1% |
| 30D | +2.1% | -12.3% | +14.4% | +5.6% |
| 3M | -17.8% | -10.3% | -7.6% | -15.9% |
| 6M | -14.2% | -8.6% | -5.6% | -12.8% |
| YTD | -13.3% | -11.9% | -1.5% | -11.5% |
| 1Y | -16.6% | -13.9% | -2.7% | -14.3% |
| 3Y | -10.8% | +18.2% | -29.0% | -20.0% |
| 5Y | -50.3% | +47.7% | -98.1% | -59.7% |
| All | -50.3% | +48.3% | -98.6% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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