+1,250.4%
VUG vs CCI
+946.4%
+304.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | -0.1% | -0.4% | +0.3% | 0.0% |
| 30D | -0.3% | +2.7% | -3.0% | -1.3% |
| 3M | -0.7% | -18.2% | +17.5% | +5.7% |
| 6M | +14.6% | -14.8% | +29.4% | +19.7% |
| YTD | +9.0% | -12.6% | +21.6% | +12.2% |
| 1Y | +14.9% | -16.7% | +31.6% | +20.0% |
| 3Y | +86.0% | -10.5% | +96.6% | +82.6% |
| 5Y | +76.7% | -51.4% | +128.1% | +116.8% |
| 10Y | +411.3% | +20.0% | +391.3% | +338.2% |
| All | +1,250.4% | +946.4% | +304.1% | +506.1% |
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