+402.8%
VUG vs CCI
+67.9%
+334.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.3% |
| 7D | +2.5% | +2.5% | 0.0% | +1.7% |
| 30D | -6.3% | +14.4% | -20.7% | -10.2% |
| 3M | -6.0% | +21.7% | -27.7% | -12.0% |
| 6M | -3.5% | +4.0% | -7.6% | -5.8% |
| YTD | +3.9% | +6.2% | -2.3% | 0.0% |
| 1Y | +5.1% | +5.4% | -0.3% | +1.3% |
| 3Y | +77.9% | +11.7% | +66.1% | +60.2% |
| 5Y | +62.4% | -35.6% | +98.0% | +85.1% |
| All | +402.8% | +67.9% | +334.9% | +335.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling