+6.8%
VRT vs CCI
+4.0%
+2.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.9% | +10.5% | +9.4% |
| 7D | -10.6% | +0.9% | -11.5% | -10.1% |
| 30D | -17.4% | +10.3% | -27.7% | -15.3% |
| 3M | -26.4% | +17.9% | -44.3% | -23.8% |
| 6M | -41.0% | -0.5% | -40.5% | -39.0% |
| YTD | +23.8% | +2.7% | +21.1% | +24.7% |
| All | +6.8% | +4.0% | +2.8% | +9.5% |
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 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