+64.7%
CCI vs URI
+1,189.1%
-1,124.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.0% |
| 7D | +3.2% | -6.0% | +9.2% | +3.9% |
| 30D | +12.2% | +4.6% | +7.6% | +11.3% |
| 3M | +23.1% | -2.7% | +25.8% | +23.2% |
| 6M | +1.3% | +18.4% | -17.1% | -1.9% |
| YTD | +4.5% | +37.4% | -32.9% | -1.8% |
| 1Y | +2.3% | +30.4% | -28.0% | -3.1% |
| 3Y | +9.8% | +147.9% | -138.1% | -8.4% |
| 5Y | -36.5% | +202.1% | -238.6% | -49.7% |
| 10Y | +64.7% | +1,182.4% | -1,117.8% | +15.8% |
| All | +64.7% | +1,189.1% | -1,124.4% | +15.8% |
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