-22.0%
VST vs CCI
+2.5%
-24.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.0% |
| 7D | +6.6% | +2.5% | +4.1% | +6.8% |
| 30D | -12.4% | +14.4% | -26.8% | -12.4% |
| 3M | -9.0% | +21.7% | -30.7% | -10.0% |
| 6M | -6.4% | +4.0% | -10.5% | -7.0% |
| YTD | -17.2% | +6.2% | -23.4% | -17.1% |
| 1Y | -22.0% | +5.4% | -27.4% | -21.4% |
| All | -22.0% | +2.5% | -24.5% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling