+22.4%
CCI vs VTRS
-48.4%
+70.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | -0.3% | -2.2% | +1.9% | 0.0% |
| 30D | +2.2% | +3.3% | -1.1% | +1.8% |
| 3M | -16.9% | +2.0% | -18.9% | -17.2% |
| 6M | -11.5% | +19.9% | -31.5% | -13.9% |
| YTD | -12.8% | +35.7% | -48.6% | -16.8% |
| 1Y | -17.1% | +68.1% | -85.2% | -23.2% |
| 3Y | -9.6% | +87.1% | -96.7% | -18.6% |
| 5Y | -48.9% | +47.6% | -96.6% | -53.4% |
| All | +22.4% | -48.4% | +70.8% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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