+251.3%
UAL vs CCI
+301.7%
-50.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.6% |
| 7D | +0.7% | -0.4% | +1.1% | +0.9% |
| 30D | -16.1% | +2.7% | -18.8% | -17.5% |
| 3M | +6.1% | -18.2% | +24.3% | +17.6% |
| 6M | +10.8% | -14.8% | +25.6% | +18.9% |
| YTD | -0.4% | -12.6% | +12.2% | +4.1% |
| 1Y | +5.0% | -16.7% | +21.8% | +12.4% |
| 3Y | +124.0% | -10.5% | +134.5% | +114.0% |
| 5Y | +141.0% | -51.4% | +192.4% | +232.2% |
| 10Y | +118.0% | +20.0% | +98.0% | +39.5% |
| All | +251.3% | +301.7% | -50.3% | -20.6% |
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