+895.8%
CCI vs UL
+603.3%
+292.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -0.4% | -1.3% | +0.9% | +0.1% |
| 30D | +2.7% | +0.5% | +2.2% | +2.5% |
| 3M | -18.2% | +17.6% | -35.8% | -23.4% |
| 6M | -14.8% | -5.4% | -9.4% | -13.3% |
| YTD | -12.6% | +0.7% | -13.3% | -13.3% |
| 1Y | -16.7% | -9.3% | -7.5% | -14.2% |
| 3Y | -10.5% | +24.5% | -35.0% | -18.7% |
| 5Y | -51.4% | +23.2% | -74.6% | -56.5% |
| 10Y | +20.0% | +64.5% | -44.4% | -5.3% |
| All | +895.8% | +603.3% | +292.6% | +396.9% |
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 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