+263.0%
UMC vs CCI
-10.8%
+273.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +3.9% |
| 7D | +13.6% | -0.3% | +13.9% | +13.6% |
| 30D | +20.8% | +2.1% | +18.6% | +21.0% |
| 3M | +16.1% | -17.8% | +34.0% | +15.6% |
| 6M | +137.3% | -14.2% | +151.5% | +136.1% |
| YTD | +193.8% | -13.3% | +207.1% | +191.8% |
| 1Y | +236.1% | -16.6% | +252.7% | +234.5% |
| All | +263.0% | -10.8% | +273.8% | +253.8% |
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 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