-37.6%
CCIF vs VT
+152.1%
-189.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.4% |
| 7D | -9.0% | +0.4% | -9.4% | -8.9% |
| 30D | -24.7% | -2.6% | -22.1% | -24.0% |
| 3M | -34.7% | -3.2% | -31.5% | -34.0% |
| 6M | -39.7% | +0.9% | -40.7% | -39.8% |
| YTD | -54.4% | +11.3% | -65.7% | -55.7% |
| 1Y | -56.8% | +14.0% | -70.8% | -58.4% |
| 3Y | -58.9% | +75.8% | -134.7% | -65.0% |
| 5Y | -59.1% | +57.8% | -116.9% | -64.3% |
| All | -37.6% | +152.1% | -189.7% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling