-50.7%
CCI vs VT
+66.2%
-116.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | -0.4% | +0.4% | -0.9% | -0.6% |
| 30D | +2.7% | +1.0% | +1.7% | +2.2% |
| 3M | -18.2% | +2.4% | -20.6% | -19.5% |
| 6M | -14.8% | +12.0% | -26.8% | -20.7% |
| YTD | -12.6% | +15.3% | -27.9% | -20.1% |
| 1Y | -16.7% | +22.6% | -39.3% | -26.7% |
| 3Y | -10.5% | +74.7% | -85.2% | -40.3% |
| All | -50.7% | +66.2% | -116.9% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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