+11.4%
VT vs CCI
+4.0%
+7.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -5.0% | +28.4% | -33.3% | -5.8% |
| 3M | -4.9% | +20.0% | -24.9% | -5.5% |
| 6M | -1.5% | +0.8% | -2.3% | -1.5% |
| YTD | +8.5% | +3.6% | +4.9% | +8.3% |
| 1Y | +11.4% | +6.1% | +5.3% | +10.5% |
| All | +11.4% | +4.0% | +7.3% | +10.5% |
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