+1,086.6%
CCI vs URI
+4,020.5%
-2,933.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -1.3% |
| 7D | -3.4% | +2.6% | -6.0% | -4.1% |
| 30D | +9.9% | +9.1% | +0.9% | +7.3% |
| 3M | +22.7% | +1.0% | +21.7% | +21.7% |
| 6M | +0.8% | +23.3% | -22.5% | -5.4% |
| YTD | +4.1% | +43.3% | -39.2% | -7.0% |
| 1Y | -0.6% | +35.9% | -36.6% | -10.2% |
| 3Y | +9.4% | +158.6% | -149.2% | -18.2% |
| 5Y | -36.8% | +213.1% | -250.0% | -56.2% |
| 10Y | +65.4% | +1,213.1% | -1,147.6% | -29.2% |
| All | +1,086.6% | +4,020.5% | -2,933.9% | +118.4% |
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