+219.2%
VT vs CCI
+59.7%
+159.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | -0.1% | +3.2% | -3.3% | -1.0% |
| 30D | -3.1% | +12.2% | -15.3% | -6.2% |
| 3M | -3.5% | +23.1% | -26.6% | -9.4% |
| 6M | +0.5% | +1.3% | -0.8% | -0.9% |
| YTD | +10.8% | +4.5% | +6.3% | +7.6% |
| 1Y | +11.9% | +2.3% | +9.6% | +9.3% |
| 3Y | +73.0% | +9.8% | +63.2% | +60.1% |
| 5Y | +58.6% | -36.5% | +95.1% | +77.3% |
| 10Y | +219.2% | +64.7% | +154.5% | +185.2% |
| All | +219.2% | +59.7% | +159.5% | +185.2% |
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