+249.5%
CCI vs URA
-50.4%
+299.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.2% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +12.2% | -14.8% | +27.0% | +14.5% |
| 3M | +23.1% | -25.3% | +48.5% | +27.7% |
| 6M | +1.3% | -39.9% | +41.2% | +7.7% |
| YTD | +4.5% | -22.4% | +26.9% | +5.9% |
| 1Y | +2.3% | -29.0% | +31.3% | +4.9% |
| 3Y | +9.8% | +41.0% | -31.2% | -3.0% |
| 5Y | -36.5% | +38.3% | -74.9% | -45.2% |
| 10Y | +64.7% | +276.1% | -211.4% | +7.9% |
| All | +249.5% | -50.4% | +299.9% | +216.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling