+73.7%
UAL vs CCI
+67.9%
+5.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.1% |
| 7D | -3.0% | +2.5% | -5.6% | -3.7% |
| 30D | +10.5% | +14.4% | -4.0% | +6.3% |
| 3M | -13.5% | +21.7% | -35.2% | -18.5% |
| 6M | +14.2% | +4.0% | +10.2% | +11.8% |
| YTD | -2.2% | +6.2% | -8.5% | -5.5% |
| 1Y | +12.5% | +5.4% | +7.1% | +8.9% |
| 3Y | +186.8% | +11.7% | +175.1% | +161.8% |
| 5Y | +119.4% | -35.6% | +155.0% | +145.5% |
| All | +73.7% | +67.9% | +5.7% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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