+124.4%
VGT vs CCI
-10.8%
+135.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.2% |
| 7D | +1.5% | -0.3% | +1.7% | +1.5% |
| 30D | +0.5% | +2.1% | -1.6% | +0.6% |
| 3M | +5.3% | -17.8% | +23.1% | +4.7% |
| 6M | +32.4% | -14.2% | +46.6% | +31.8% |
| YTD | +28.6% | -13.3% | +41.9% | +27.8% |
| 1Y | +37.6% | -16.6% | +54.3% | +36.7% |
| All | +124.4% | -10.8% | +135.2% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling