-50.3%
CCI vs UL
+19.6%
-69.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.5% |
| 7D | -0.3% | -3.2% | +3.0% | +0.9% |
| 30D | +2.1% | -0.6% | +2.7% | +2.3% |
| 3M | -17.8% | +9.4% | -27.3% | -20.5% |
| 6M | -14.2% | -4.1% | -10.0% | -13.3% |
| YTD | -13.3% | -2.0% | -11.4% | -13.1% |
| 1Y | -16.6% | -9.0% | -7.6% | -14.3% |
| 3Y | -10.8% | +21.8% | -32.6% | -15.7% |
| 5Y | -50.3% | +20.6% | -70.9% | -54.6% |
| All | -50.3% | +19.6% | -69.9% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling