+165.8%
VXUS vs CCI
+241.9%
-76.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | +0.5% | +3.2% | -2.7% | -0.5% |
| 30D | -2.5% | +12.2% | -14.7% | -6.1% |
| 3M | -4.6% | +23.1% | -27.8% | -11.1% |
| 6M | -2.6% | +1.3% | -3.9% | -4.2% |
| YTD | +10.4% | +4.5% | +5.9% | +6.7% |
| 1Y | +12.9% | +2.3% | +10.6% | +9.8% |
| 3Y | +68.4% | +9.8% | +58.6% | +55.7% |
| 5Y | +47.7% | -36.5% | +84.2% | +63.9% |
| 10Y | +142.2% | +64.7% | +77.6% | +70.2% |
| All | +165.8% | +241.9% | -76.1% | +11.3% |
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 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