-39.7%
CCIF vs VT
+145.2%
-184.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.1% | -9.0% | -11.8% |
| 7D | -9.7% | -4.2% | -5.6% | -8.4% |
| 30D | -27.8% | -5.8% | -22.1% | -26.4% |
| 3M | -35.8% | -5.2% | -30.6% | -34.7% |
| 6M | -43.2% | +0.1% | -43.3% | -43.1% |
| YTD | -55.9% | +8.2% | -64.2% | -56.9% |
| 1Y | -58.1% | +10.1% | -68.2% | -59.2% |
| 3Y | -60.8% | +69.7% | -130.5% | -66.3% |
| 5Y | -60.6% | +53.4% | -113.9% | -65.2% |
| All | -39.7% | +145.2% | -184.9% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling