-49.8%
CCI vs VO
+43.4%
-93.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | +0.2% | +0.6% | -0.5% | -0.2% |
| 30D | +0.5% | -1.1% | +1.6% | +1.2% |
| 3M | -16.3% | +4.5% | -20.8% | -18.8% |
| 6M | -13.9% | +11.1% | -25.0% | -19.9% |
| YTD | -12.4% | +13.5% | -26.0% | -19.7% |
| 1Y | -15.2% | +14.5% | -29.7% | -22.7% |
| 3Y | -9.9% | +58.1% | -68.0% | -36.2% |
| All | -49.8% | +43.4% | -93.2% | -63.1% |
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