+470.4%
VRTX vs CCI
+67.9%
+402.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.1% |
| 7D | -1.6% | +2.5% | -4.1% | -2.3% |
| 30D | +8.0% | +14.4% | -6.4% | +3.4% |
| 3M | +4.3% | +21.7% | -17.4% | -2.5% |
| 6M | +18.9% | +4.0% | +14.9% | +16.2% |
| YTD | +18.8% | +6.2% | +12.6% | +14.5% |
| 1Y | +24.0% | +5.4% | +18.5% | +19.7% |
| 3Y | +42.1% | +11.7% | +30.4% | +31.6% |
| 5Y | +187.6% | -35.6% | +223.2% | +224.8% |
| All | +470.4% | +67.9% | +402.5% | +391.4% |
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