-50.8%
CCI vs URA
+131.0%
-181.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | 0.0% |
| 7D | +0.2% | +8.1% | -7.9% | -0.3% |
| 30D | +0.5% | +5.8% | -5.3% | +0.1% |
| 3M | -16.3% | +3.4% | -19.7% | -16.6% |
| 6M | -13.9% | -2.6% | -11.3% | -14.2% |
| YTD | -12.4% | +11.2% | -23.6% | -14.0% |
| 1Y | -15.2% | +19.8% | -35.0% | -17.7% |
| 3Y | -9.9% | +121.5% | -131.3% | -21.1% |
| 5Y | -50.8% | +134.5% | -185.3% | -58.5% |
| All | -50.8% | +131.0% | -181.8% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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