-17.7%
CCI vs UL
-10.0%
-7.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.3% |
| 7D | -4.4% | -4.1% | -0.3% | -3.2% |
| 30D | +0.3% | -1.2% | +1.5% | +0.7% |
| 3M | -20.0% | +6.0% | -26.0% | -21.4% |
| 6M | -14.5% | -5.5% | -9.0% | -13.6% |
| YTD | -14.9% | -3.3% | -11.5% | -13.5% |
| 1Y | -17.7% | -9.8% | -7.9% | -11.9% |
| All | -17.7% | -10.0% | -7.7% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling