+115.0%
UMC vs CCI
+7.6%
+107.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.5% | -8.5% | -0.8% |
| 7D | -14.7% | +5.0% | -19.7% | -13.7% |
| 30D | -32.9% | +36.4% | -69.2% | -28.0% |
| 3M | -22.2% | +20.4% | -42.6% | -19.6% |
| 6M | +25.9% | +4.9% | +21.0% | +27.1% |
| YTD | +107.9% | +7.8% | +100.1% | +108.4% |
| 1Y | +115.0% | +7.3% | +107.7% | +115.8% |
| All | +115.0% | +7.6% | +107.5% | +115.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling