+474.5%
VRTX vs CCI
+59.7%
+414.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.1% |
| 7D | +3.2% | +3.2% | 0.0% | +2.2% |
| 30D | +7.4% | +12.2% | -4.8% | +3.5% |
| 3M | +4.6% | +23.1% | -18.6% | -2.6% |
| 6M | +27.5% | +1.3% | +26.2% | +25.7% |
| YTD | +20.9% | +4.5% | +16.4% | +17.1% |
| 1Y | +30.1% | +2.3% | +27.8% | +26.8% |
| 3Y | +46.6% | +9.8% | +36.8% | +36.5% |
| 5Y | +191.6% | -36.5% | +228.1% | +230.6% |
| 10Y | +474.5% | +64.7% | +409.9% | +396.6% |
| All | +474.5% | +59.7% | +414.8% | +396.6% |
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