+150.1%
VXUS vs CCI
+17.8%
+132.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.5% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +0.7% | +2.1% | -1.5% | +0.1% |
| 3M | +4.8% | -17.8% | +22.6% | +9.6% |
| 6M | +11.3% | -14.2% | +25.5% | +14.8% |
| YTD | +16.5% | -13.3% | +29.9% | +19.4% |
| 1Y | +24.3% | -16.6% | +40.9% | +28.4% |
| 3Y | +74.5% | -10.8% | +85.3% | +73.0% |
| 5Y | +54.3% | -50.3% | +104.7% | +81.2% |
| 10Y | +150.1% | +22.5% | +127.6% | +138.0% |
| All | +150.1% | +17.8% | +132.3% | +138.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling