+58.8%
VRTX vs CCI
-9.6%
+68.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.3% | -1.8% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | +12.6% | +2.7% | +9.9% | +12.1% |
| 3M | +23.6% | -18.2% | +41.8% | +28.1% |
| 6M | +14.3% | -14.8% | +29.1% | +17.3% |
| YTD | +20.5% | -12.6% | +33.1% | +22.7% |
| 1Y | +37.6% | -16.7% | +54.3% | +41.4% |
| All | +58.8% | -9.6% | +68.4% | +64.8% |
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