+19.6%
CCI vs UL
+65.6%
-46.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.2% |
| 7D | -4.4% | -4.1% | -0.3% | -2.7% |
| 30D | +0.3% | -1.2% | +1.5% | +0.8% |
| 3M | -20.0% | +6.0% | -26.0% | -22.1% |
| 6M | -14.5% | -5.5% | -9.0% | -12.9% |
| YTD | -14.9% | -3.3% | -11.5% | -14.2% |
| 1Y | -17.7% | -9.8% | -7.9% | -14.7% |
| 3Y | -12.4% | +20.1% | -32.5% | -19.7% |
| 5Y | -50.1% | +19.2% | -69.3% | -55.0% |
| All | +19.6% | +65.6% | -46.0% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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