+403.5%
VRT vs CCI
+6.5%
+397.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.9% | +10.5% | +9.3% |
| 7D | -10.6% | +0.9% | -11.5% | -10.0% |
| 30D | -17.4% | +10.3% | -27.7% | -14.3% |
| 3M | -26.4% | +17.9% | -44.3% | -22.2% |
| 6M | -41.0% | -0.5% | -40.5% | -39.7% |
| YTD | +23.8% | +2.7% | +21.1% | +27.1% |
| 1Y | +11.6% | +3.1% | +8.5% | +14.8% |
| 3Y | +403.5% | +8.0% | +395.5% | +424.2% |
| All | +403.5% | +6.5% | +397.0% | +424.2% |
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