+2,545.5%
VRT vs CCI
-5.4%
+2,550.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.0% | -8.6% | -9.4% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | -2.7% | +2.1% | -4.8% | -3.1% |
| 3M | -9.2% | -17.8% | +8.7% | -6.1% |
| 6M | -0.5% | -14.2% | +13.7% | +1.4% |
| YTD | +62.3% | -13.3% | +75.7% | +64.5% |
| 1Y | +109.6% | -16.6% | +126.2% | +114.1% |
| 3Y | +573.1% | -10.8% | +583.9% | +533.6% |
| 5Y | +953.6% | -50.3% | +1,004.0% | +1,178.7% |
| All | +2,545.5% | -5.4% | +2,550.9% | +2,745.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling