+377.4%
VT vs CCI
+215.9%
+161.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.7% |
| 7D | +0.4% | -0.4% | +0.9% | +0.6% |
| 30D | +1.0% | +2.7% | -1.7% | -0.1% |
| 3M | +2.4% | -18.2% | +20.6% | +9.8% |
| 6M | +12.0% | -14.8% | +26.8% | +17.6% |
| YTD | +15.3% | -12.6% | +27.9% | +19.1% |
| 1Y | +22.6% | -16.7% | +39.3% | +28.7% |
| 3Y | +74.7% | -10.5% | +85.2% | +71.9% |
| 5Y | +66.1% | -51.4% | +117.6% | +109.0% |
| 10Y | +225.0% | +20.0% | +205.0% | +158.2% |
| All | +377.4% | +215.9% | +161.6% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling