+192.3%
CCI vs URA
-31.1%
+223.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.6% | -2.0% |
| 7D | -0.4% | +1.1% | -1.5% | -0.6% |
| 30D | +2.7% | +7.4% | -4.7% | +1.6% |
| 3M | -18.2% | -8.4% | -9.8% | -17.6% |
| 6M | -14.8% | -12.7% | -2.1% | -14.0% |
| YTD | -12.6% | +7.8% | -20.4% | -15.1% |
| 1Y | -16.7% | +19.5% | -36.2% | -21.1% |
| 3Y | -10.5% | +116.4% | -126.9% | -25.8% |
| 5Y | -51.4% | +134.3% | -185.7% | -61.6% |
| 10Y | +20.0% | +359.3% | -339.2% | -22.6% |
| All | +192.3% | -31.1% | +223.5% | +153.5% |
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 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