+1,842.6%
UMC vs CCI
+23.6%
+1,819.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +2.0% |
| 7D | +9.0% | -0.3% | +9.3% | +9.0% |
| 30D | +17.2% | +2.2% | +15.0% | +16.8% |
| 3M | +11.4% | -16.9% | +28.3% | +14.4% |
| 6M | +137.5% | -11.5% | +149.0% | +140.2% |
| YTD | +193.1% | -12.8% | +205.9% | +196.1% |
| 1Y | +240.3% | -17.1% | +257.4% | +247.0% |
| 3Y | +262.2% | -9.6% | +271.8% | +254.3% |
| 5Y | +143.1% | -48.9% | +192.1% | +171.1% |
| All | +1,842.6% | +23.6% | +1,819.0% | +1,776.2% |
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 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