+62.5%
VWO vs CCI
-10.3%
+72.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.5% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | -0.1% | +2.2% | -2.3% | -0.3% |
| 3M | +2.2% | -16.9% | +19.1% | +3.7% |
| 6M | +8.8% | -11.5% | +20.3% | +9.5% |
| YTD | +12.4% | -12.8% | +25.2% | +13.1% |
| 1Y | +15.6% | -17.1% | +32.7% | +16.9% |
| 3Y | +62.5% | -9.6% | +72.2% | +60.3% |
| All | +62.5% | -10.3% | +72.8% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling