+938.9%
VTI vs CCI
+948.8%
-9.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | +2.5% | +2.5% | 0.0% | +2.0% |
| 30D | -1.5% | +14.4% | -16.0% | -4.5% |
| 3M | -3.2% | +21.7% | -24.9% | -7.7% |
| 6M | +2.3% | +4.0% | -1.7% | +0.5% |
| YTD | +11.6% | +6.2% | +5.4% | +8.6% |
| 1Y | +13.8% | +5.4% | +8.4% | +10.8% |
| 3Y | +77.4% | +11.7% | +65.7% | +68.1% |
| 5Y | +64.6% | -35.6% | +100.2% | +74.8% |
| 10Y | +290.6% | +68.7% | +221.9% | +238.0% |
| All | +938.9% | +948.8% | -9.9% | +531.8% |
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