+123.4%
VRT vs CCI
-18.8%
+142.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.2% | +3.8% |
| 7D | +9.1% | -0.4% | +9.5% | +9.0% |
| 30D | +0.9% | +2.7% | -1.8% | +1.8% |
| 3M | -13.4% | -18.2% | +4.8% | -13.3% |
| 6M | +11.7% | -14.8% | +26.5% | +12.9% |
| YTD | +73.2% | -12.6% | +85.8% | +70.1% |
| 1Y | +123.4% | -16.7% | +140.2% | +123.3% |
| All | +123.4% | -18.8% | +142.2% | +123.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling