+895.8%
CCI vs URI
+3,509.5%
-2,613.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.2% |
| 7D | -0.4% | -2.0% | +1.6% | 0.0% |
| 30D | +2.7% | -12.9% | +15.6% | +5.9% |
| 3M | -18.2% | -6.7% | -11.5% | -17.5% |
| 6M | -14.8% | +19.0% | -33.8% | -19.6% |
| YTD | -12.6% | +25.5% | -38.1% | -19.1% |
| 1Y | -16.7% | +5.5% | -22.3% | -20.0% |
| 3Y | -10.5% | +111.3% | -121.8% | -29.6% |
| 5Y | -51.4% | +198.6% | -250.0% | -65.9% |
| 10Y | +20.0% | +1,179.9% | -1,159.9% | -48.8% |
| All | +895.8% | +3,509.5% | -2,613.7% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling