+2,267.4%
VGT vs CCI
+946.4%
+1,321.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.0% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | +1.3% | +2.7% | -1.4% | +0.3% |
| 3M | -1.1% | -18.2% | +17.1% | +5.2% |
| 6M | +32.6% | -14.8% | +47.4% | +38.2% |
| YTD | +29.0% | -12.6% | +41.6% | +32.4% |
| 1Y | +39.7% | -16.7% | +56.4% | +45.6% |
| 3Y | +120.9% | -10.5% | +131.4% | +115.5% |
| 5Y | +133.6% | -51.4% | +185.0% | +186.9% |
| 10Y | +792.6% | +20.0% | +772.5% | +657.4% |
| All | +2,267.4% | +946.4% | +1,321.0% | +904.5% |
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