+1,110.1%
CCI vs UL
+631.0%
+479.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.4% |
| 3M | +21.7% | +6.5% | +15.2% | +18.6% |
| 6M | +4.0% | +18.2% | -14.1% | -2.9% |
| YTD | +6.2% | +4.7% | +1.5% | +3.6% |
| 1Y | +5.4% | +0.8% | +4.6% | +4.1% |
| 3Y | +11.7% | +35.9% | -24.2% | -1.9% |
| 5Y | -35.6% | +33.4% | -69.0% | -44.2% |
| 10Y | +68.7% | +106.9% | -38.2% | +21.9% |
| All | +1,110.1% | +631.0% | +479.1% | +494.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling