+243.6%
UMC vs CCI
+337.9%
-94.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.4% | +5.1% |
| 7D | +5.0% | -0.4% | +5.4% | +5.0% |
| 30D | +7.7% | +2.7% | +5.0% | +6.7% |
| 3M | +1.7% | -18.2% | +19.9% | +6.8% |
| 6M | +113.9% | -14.8% | +128.7% | +120.8% |
| YTD | +168.9% | -12.6% | +181.5% | +173.7% |
| 1Y | +207.2% | -16.7% | +223.9% | +216.6% |
| 3Y | +227.7% | -10.5% | +238.2% | +222.1% |
| 5Y | +118.0% | -51.4% | +169.5% | +156.5% |
| 10Y | +1,682.1% | +20.0% | +1,662.1% | +1,397.0% |
| All | +243.6% | +337.9% | -94.3% | +49.4% |
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