-50.1%
CCI vs VSXY
+15.5%
-65.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -1.6% |
| 7D | -4.4% | -0.3% | -4.0% | -4.4% |
| 30D | +0.3% | -22.1% | +22.4% | +1.2% |
| 3M | -20.0% | -1.1% | -18.8% | -20.1% |
| 6M | -14.5% | +53.8% | -68.3% | -16.8% |
| YTD | -14.9% | +35.5% | -50.3% | -16.9% |
| 1Y | -17.7% | +186.0% | -203.7% | -23.3% |
| 3Y | -12.4% | +343.2% | -355.5% | -25.5% |
| 5Y | -50.1% | +19.0% | -69.1% | -53.7% |
| All | -50.1% | +15.5% | -65.7% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling