+18.3%
CCI vs URI
+1,157.2%
-1,138.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +0.2% | +2.5% | -2.4% | -0.2% |
| 30D | +0.5% | -12.5% | +13.1% | +2.2% |
| 3M | -16.3% | -6.2% | -10.1% | -15.9% |
| 6M | -13.9% | +25.9% | -39.8% | -17.4% |
| YTD | -12.4% | +26.2% | -38.6% | -16.4% |
| 1Y | -15.2% | +5.5% | -20.7% | -17.0% |
| 3Y | -9.9% | +125.0% | -134.8% | -23.1% |
| 5Y | -50.8% | +210.4% | -261.3% | -60.7% |
| 10Y | +18.3% | +1,157.2% | -1,138.9% | -18.0% |
| All | +18.3% | +1,157.2% | -1,138.9% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling