+255.6%
UAL vs CCI
+376.1%
-120.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +3.5% |
| 7D | +8.2% | -0.1% | +8.3% | +8.2% |
| 30D | +2.3% | +28.4% | -26.1% | -13.1% |
| 3M | -12.7% | +20.0% | -32.7% | -23.0% |
| 6M | +12.7% | +0.8% | +11.9% | +8.2% |
| YTD | +0.8% | +3.6% | -2.8% | -6.3% |
| 1Y | +17.8% | +6.1% | +11.7% | +7.5% |
| 3Y | +206.7% | +7.2% | +199.5% | +159.9% |
| 5Y | +113.9% | -37.0% | +150.9% | +147.2% |
| 10Y | +97.0% | +54.2% | +42.8% | +5.8% |
| All | +255.6% | +376.1% | -120.5% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling