+134.2%
UMC vs CCI
+12.1%
+122.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.2% |
| 7D | +11.2% | +2.5% | +8.7% | +11.4% |
| 30D | -28.0% | +14.4% | -42.5% | -27.2% |
| 3M | -20.5% | +21.7% | -42.2% | -19.2% |
| 6M | -1.6% | +4.0% | -5.6% | -0.7% |
| YTD | +99.4% | +6.2% | +93.2% | +101.0% |
| 1Y | +120.4% | +5.4% | +115.0% | +122.3% |
| 3Y | +134.2% | +11.7% | +122.5% | +133.2% |
| All | +134.2% | +12.1% | +122.1% | +133.2% |
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 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