+66.6%
VT vs CCI
-51.4%
+118.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.3% |
| 7D | +0.4% | -0.4% | +0.9% | +0.5% |
| 30D | +1.0% | +2.7% | -1.7% | +0.4% |
| 3M | +2.4% | -18.2% | +20.6% | +6.3% |
| 6M | +12.0% | -14.8% | +26.8% | +15.0% |
| YTD | +15.3% | -12.6% | +27.9% | +17.4% |
| 1Y | +22.6% | -16.7% | +39.3% | +26.0% |
| 3Y | +74.7% | -10.5% | +85.2% | +71.3% |
| All | +66.6% | -51.4% | +118.0% | +94.3% |
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