+325.3%
VWO vs CCI
+671.3%
-346.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.1% |
| 7D | +0.2% | -0.3% | +0.4% | +0.2% |
| 30D | +0.9% | +2.1% | -1.2% | -0.2% |
| 3M | +4.3% | -17.8% | +22.1% | +12.9% |
| 6M | +10.5% | -14.2% | +24.7% | +16.4% |
| YTD | +13.4% | -13.3% | +26.7% | +17.9% |
| 1Y | +18.6% | -16.6% | +35.2% | +25.1% |
| 3Y | +65.8% | -10.8% | +76.6% | +62.2% |
| 5Y | +35.2% | -50.3% | +85.5% | +71.4% |
| 10Y | +116.6% | +22.5% | +94.1% | +53.0% |
| All | +325.3% | +671.3% | -346.0% | +22.8% |
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