+158.3%
VEA vs CCI
+323.7%
-165.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | +2.3% | +2.5% | -0.2% | +1.3% |
| 30D | +0.2% | +14.4% | -14.2% | -5.2% |
| 3M | -5.3% | +21.7% | -27.0% | -13.1% |
| 6M | -0.9% | +4.0% | -4.9% | -4.3% |
| YTD | +12.2% | +6.2% | +6.0% | +6.5% |
| 1Y | +16.1% | +5.4% | +10.7% | +10.4% |
| 3Y | +73.0% | +11.7% | +61.2% | +55.7% |
| 5Y | +53.7% | -35.6% | +89.3% | +70.9% |
| 10Y | +159.3% | +68.7% | +90.6% | +73.9% |
| All | +158.3% | +323.7% | -165.4% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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