+264.0%
CCI vs VYM
+487.3%
-223.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -0.3% | -1.0% | +0.7% | +0.7% |
| 30D | +2.1% | -2.0% | +4.2% | +4.1% |
| 3M | -17.8% | +3.1% | -20.9% | -20.2% |
| 6M | -14.2% | +8.9% | -23.1% | -20.9% |
| YTD | -13.3% | +14.7% | -28.1% | -24.0% |
| 1Y | -16.6% | +19.4% | -36.0% | -29.6% |
| 3Y | -10.8% | +65.4% | -76.2% | -45.4% |
| 5Y | -50.3% | +77.6% | -127.9% | -71.6% |
| 10Y | +22.5% | +207.8% | -185.3% | -61.2% |
| All | +264.0% | +487.3% | -223.3% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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