-36.3%
CCI vs UL
+33.5%
-69.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +2.5% | +1.1% | +1.4% | +2.1% |
| 30D | +14.4% | +4.5% | +9.9% | +12.6% |
| 3M | +21.7% | +6.5% | +15.2% | +18.9% |
| 6M | +4.0% | +18.2% | -14.1% | -2.1% |
| YTD | +6.2% | +4.7% | +1.5% | +4.0% |
| 1Y | +5.4% | +0.8% | +4.6% | +4.4% |
| 3Y | +11.7% | +35.9% | -24.2% | +2.3% |
| All | -36.3% | +33.5% | -69.9% | -43.8% |
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