+373.4%
VST vs CCI
-10.5%
+383.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.3% |
| 7D | +8.9% | -0.4% | +9.3% | +8.9% |
| 30D | +6.2% | +2.7% | +3.5% | +6.5% |
| 3M | -2.7% | -18.2% | +15.5% | -4.1% |
| 6M | -8.4% | -14.8% | +6.4% | -9.3% |
| YTD | -7.2% | -12.6% | +5.4% | -8.0% |
| 1Y | -20.9% | -16.7% | -4.2% | -22.1% |
| All | +373.4% | -10.5% | +383.9% | +358.6% |
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