+210.6%
UAL vs CCI
+9.9%
+200.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +2.3% | -3.4% | +5.6% | +2.3% |
| 30D | +13.3% | +9.9% | +3.4% | +13.5% |
| 3M | -6.3% | +22.7% | -29.0% | -6.3% |
| 6M | +22.5% | +0.8% | +21.7% | +22.9% |
| YTD | +5.9% | +4.1% | +1.7% | +5.9% |
| 1Y | +24.7% | -0.6% | +25.3% | +24.8% |
| All | +210.6% | +9.9% | +200.7% | +202.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling