+53.4%
VT vs CCI
-36.0%
+89.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | -4.2% | +2.4% | -6.6% | -4.6% |
| 30D | -5.8% | +33.2% | -39.0% | -10.9% |
| 3M | -5.2% | +25.0% | -30.2% | -9.3% |
| 6M | +0.1% | +4.8% | -4.6% | -1.1% |
| YTD | +8.2% | +6.4% | +1.9% | +6.0% |
| 1Y | +10.1% | +6.5% | +3.7% | +7.8% |
| 3Y | +69.7% | +8.6% | +61.0% | +60.4% |
| 5Y | +53.4% | -35.3% | +88.7% | +68.8% |
| All | +53.4% | -36.0% | +89.3% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling