+611.0%
VRT vs CCI
-9.6%
+620.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +1.9% |
| 3M | -13.4% | -18.2% | +4.8% | -16.4% |
| 6M | +11.7% | -14.8% | +26.5% | +9.3% |
| YTD | +73.2% | -12.6% | +85.8% | +69.5% |
| 1Y | +123.4% | -16.7% | +140.2% | +115.6% |
| All | +611.0% | -9.6% | +620.6% | +608.5% |
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 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