+5,716.2%
VRTX vs CCI
+1,091.9%
+4,624.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.5% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | +8.2% | +28.4% | -20.2% | +1.2% |
| 3M | +13.0% | +20.0% | -7.0% | +7.3% |
| 6M | +27.9% | +0.8% | +27.2% | +26.2% |
| YTD | +20.7% | +3.6% | +17.1% | +17.7% |
| 1Y | +31.4% | +6.1% | +25.3% | +27.3% |
| 3Y | +41.8% | +7.2% | +34.6% | +35.4% |
| 5Y | +183.7% | -37.0% | +220.7% | +205.4% |
| 10Y | +592.9% | +54.2% | +538.7% | +490.5% |
| All | +5,716.2% | +1,091.9% | +4,624.4% | +2,727.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling