+718.4%
VTV vs CCI
+948.3%
-229.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | +0.1% | +0.5% | -0.4% | -0.1% |
| 3M | +6.2% | -16.3% | +22.5% | +12.3% |
| 6M | +13.5% | -13.9% | +27.4% | +18.3% |
| YTD | +18.9% | -12.4% | +31.3% | +22.5% |
| 1Y | +25.8% | -15.2% | +41.0% | +30.8% |
| 3Y | +68.7% | -9.9% | +78.6% | +67.3% |
| 5Y | +80.3% | -50.8% | +131.2% | +120.1% |
| 10Y | +226.3% | +18.3% | +208.0% | +177.2% |
| All | +718.4% | +948.3% | -229.9% | +251.4% |
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