+36.0%
UPS vs CCI
+20.8%
+15.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | -3.4% | -4.4% | +1.0% | -2.1% |
| 30D | -2.7% | +0.3% | -3.1% | -2.9% |
| 3M | -1.6% | -20.0% | +18.3% | +4.6% |
| 6M | +2.3% | -14.5% | +16.9% | +6.2% |
| YTD | +5.6% | -14.9% | +20.4% | +9.2% |
| 1Y | +27.1% | -17.7% | +44.7% | +32.3% |
| 3Y | -26.3% | -12.4% | -13.9% | -26.4% |
| 5Y | -34.5% | -50.1% | +15.7% | -21.6% |
| All | +36.0% | +20.8% | +15.2% | +36.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling