-36.6%
CCI vs VO
+37.1%
-73.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.8% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | +12.2% | +0.5% | +11.7% | +11.7% |
| 3M | +23.1% | -1.1% | +24.3% | +24.0% |
| 6M | +1.3% | +6.4% | -5.1% | -3.1% |
| YTD | +4.5% | +13.5% | -9.1% | -4.3% |
| 1Y | +2.3% | +13.6% | -11.3% | -6.3% |
| 3Y | +9.8% | +65.2% | -55.4% | -25.2% |
| All | -36.6% | +37.1% | -73.7% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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