+80.5%
VTV vs CCI
-50.8%
+131.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -2.1% | -4.4% | +2.3% | -1.1% |
| 30D | -1.3% | +0.3% | -1.6% | -1.4% |
| 3M | +5.6% | -20.0% | +25.6% | +10.5% |
| 6M | +12.4% | -14.5% | +26.9% | +15.5% |
| YTD | +17.6% | -14.9% | +32.5% | +20.7% |
| 1Y | +23.5% | -17.7% | +41.2% | +27.6% |
| 3Y | +67.0% | -12.4% | +79.4% | +65.9% |
| 5Y | +80.5% | -50.1% | +130.7% | +107.7% |
| All | +80.5% | -50.8% | +131.3% | +107.7% |
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