+213.7%
VT vs CCI
+51.9%
+161.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.9% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -5.0% | +28.4% | -33.3% | -11.7% |
| 3M | -4.9% | +20.0% | -24.9% | -10.0% |
| 6M | -1.5% | +0.8% | -2.3% | -2.7% |
| YTD | +8.5% | +3.6% | +4.9% | +5.6% |
| 1Y | +11.4% | +6.1% | +5.3% | +7.5% |
| 3Y | +70.1% | +7.2% | +62.9% | +58.8% |
| 5Y | +53.7% | -37.0% | +90.7% | +72.0% |
| All | +213.7% | +51.9% | +161.7% | +185.8% |
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