+183.8%
VXUS vs CCI
+186.0%
-2.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | +2.2% | +2.7% | -0.5% | +1.3% |
| 3M | +3.0% | -18.2% | +21.2% | +9.0% |
| 6M | +10.7% | -14.8% | +25.4% | +15.1% |
| YTD | +17.8% | -12.6% | +30.4% | +21.0% |
| 1Y | +27.6% | -16.7% | +44.3% | +32.8% |
| 3Y | +73.3% | -10.5% | +83.8% | +71.4% |
| 5Y | +54.3% | -51.4% | +105.7% | +88.2% |
| 10Y | +149.8% | +20.0% | +129.8% | +99.0% |
| All | +183.8% | +186.0% | -2.2% | +26.2% |
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