+443.5%
VRTX vs CCI
+17.2%
+426.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.2% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | +6.6% | +0.5% | +6.1% | +6.3% |
| 3M | +19.4% | -16.3% | +35.7% | +25.5% |
| 6M | +15.8% | -13.9% | +29.8% | +20.2% |
| YTD | +16.7% | -12.4% | +29.1% | +20.0% |
| 1Y | +33.8% | -15.2% | +49.0% | +38.8% |
| 3Y | +54.2% | -9.9% | +64.0% | +53.4% |
| 5Y | +176.4% | -50.8% | +227.2% | +240.5% |
| 10Y | +443.5% | +18.3% | +425.2% | +463.2% |
| All | +443.5% | +17.2% | +426.4% | +463.2% |
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 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