+5,705.9%
VRTX vs CCI
+905.5%
+4,800.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.3% | -1.7% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | +12.6% | +2.7% | +9.9% | +11.8% |
| 3M | +23.6% | -18.2% | +41.8% | +29.3% |
| 6M | +14.3% | -14.8% | +29.1% | +18.0% |
| YTD | +20.5% | -12.6% | +33.1% | +23.3% |
| 1Y | +37.6% | -16.7% | +54.3% | +42.3% |
| 3Y | +55.5% | -10.5% | +66.1% | +56.0% |
| 5Y | +175.7% | -51.4% | +227.2% | +218.3% |
| 10Y | +474.2% | +20.0% | +454.2% | +422.8% |
| All | +5,705.9% | +905.5% | +4,800.5% | +2,860.8% |
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 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