-9.6%
CCI vs VSXY
+352.7%
-362.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +2.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +2.2% | -18.7% | +20.9% | +2.2% |
| 3M | -16.9% | -4.0% | -12.9% | -16.9% |
| 6M | -11.5% | +67.5% | -79.0% | -11.7% |
| YTD | -12.8% | +39.7% | -52.5% | -13.0% |
| 1Y | -17.1% | +180.0% | -197.1% | -17.8% |
| 3Y | -9.6% | +337.3% | -346.9% | -15.3% |
| All | -9.6% | +352.7% | -362.4% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling