+897.3%
VST vs CCI
+52.3%
+845.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -4.8% | -5.8% |
| 7D | -19.9% | +2.4% | -22.3% | -20.6% |
| 30D | -29.7% | +33.2% | -62.9% | -35.2% |
| 3M | -19.6% | +25.0% | -44.5% | -24.6% |
| 6M | -29.4% | +4.8% | -34.2% | -31.2% |
| YTD | -29.7% | +6.4% | -36.1% | -32.1% |
| 1Y | -40.0% | +6.5% | -46.5% | -42.2% |
| 3Y | +231.0% | +8.6% | +222.4% | +202.5% |
| 5Y | +500.1% | -35.3% | +535.4% | +575.0% |
| 10Y | +1,004.2% | +58.2% | +946.0% | +893.3% |
| All | +897.3% | +52.3% | +845.0% | +804.6% |
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 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