+1,179.1%
VST vs CCI
+65.8%
+1,113.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +19.2% | -1.4% | +20.5% | +19.4% |
| 30D | -17.2% | +12.7% | -29.9% | -20.1% |
| 3M | -8.1% | +23.0% | -31.2% | -13.7% |
| 6M | -8.1% | +0.6% | -8.7% | -9.5% |
| YTD | -16.3% | +4.9% | -21.1% | -18.9% |
| 1Y | -24.1% | +0.7% | -24.8% | -25.6% |
| 3Y | +300.2% | +10.2% | +290.0% | +262.3% |
| 5Y | +645.9% | -36.4% | +682.3% | +743.0% |
| All | +1,179.1% | +65.8% | +1,113.3% | +1,121.1% |
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 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