+897.6%
CCI vs VTR
+2,802.7%
-1,905.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.2% | -2.4% | +2.6% | +0.8% |
| 30D | +0.5% | -3.7% | +4.2% | +1.5% |
| 3M | -16.3% | +13.5% | -29.8% | -19.2% |
| 6M | -13.9% | +7.2% | -21.1% | -15.8% |
| YTD | -12.4% | +17.6% | -30.0% | -16.4% |
| 1Y | -15.2% | +35.4% | -50.6% | -22.1% |
| 3Y | -9.9% | +132.8% | -142.7% | -28.3% |
| 5Y | -50.8% | +88.7% | -139.5% | -59.0% |
| 10Y | +18.3% | +87.6% | -69.3% | -9.2% |
| All | +897.6% | +2,802.7% | -1,905.1% | +446.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 all: compounded portfolio wealth divided by compounded VTR 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…
all analysis · Full analysis span regression · 6 months rolling