+1,190.7%
VUG vs CCI
+1,129.6%
+61.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.6% | +3.1% |
| 7D | +0.5% | +0.9% | -0.4% | +0.1% |
| 30D | -8.2% | +10.3% | -18.5% | -11.5% |
| 3M | -5.4% | +17.9% | -23.3% | -11.4% |
| 6M | -2.5% | -0.5% | -2.1% | -4.1% |
| YTD | +4.2% | +2.7% | +1.5% | +0.6% |
| 1Y | +5.0% | +3.1% | +1.9% | +1.2% |
| 3Y | +81.7% | +8.0% | +73.8% | +66.1% |
| 5Y | +62.5% | -37.8% | +100.3% | +81.3% |
| 10Y | +396.3% | +56.5% | +339.8% | +284.9% |
| All | +1,190.7% | +1,129.6% | +61.1% | +443.5% |
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