+1,199.2%
VUG vs CCI
+1,155.6%
+43.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.5% |
| 7D | +4.4% | -1.4% | +5.8% | +4.8% |
| 30D | -7.3% | +12.7% | -20.1% | -11.4% |
| 3M | -4.2% | +23.0% | -27.3% | -11.6% |
| 6M | -1.6% | +0.6% | -2.2% | -3.4% |
| YTD | +4.9% | +4.9% | 0.0% | +0.5% |
| 1Y | +3.8% | +0.7% | +3.1% | +0.9% |
| 3Y | +79.4% | +10.2% | +69.2% | +62.9% |
| 5Y | +63.9% | -36.4% | +100.3% | +81.5% |
| 10Y | +404.0% | +66.6% | +337.4% | +282.3% |
| All | +1,199.2% | +1,155.6% | +43.6% | +443.1% |
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 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