+69.3%
CCI vs VSH
+115.4%
-46.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.7% |
| 7D | +2.5% | +14.3% | -11.8% | +0.9% |
| 30D | +14.4% | -7.9% | +22.3% | +14.7% |
| 3M | +21.7% | -19.9% | +41.5% | +23.4% |
| 6M | +4.0% | -30.5% | +34.5% | +4.5% |
| YTD | +6.2% | +85.7% | -79.4% | -9.5% |
| 1Y | +5.4% | +98.9% | -93.5% | -11.3% |
| 3Y | +11.7% | +32.1% | -20.4% | -2.3% |
| 5Y | -35.6% | +39.7% | -75.3% | -45.3% |
| All | +69.3% | +115.4% | -46.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling