+34.9%
UPS vs CCI
+22.9%
+12.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -0.9% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -3.7% | +2.1% | -5.9% | -4.4% |
| 3M | -6.6% | -17.8% | +11.3% | -1.4% |
| 6M | +2.6% | -14.2% | +16.7% | +6.3% |
| YTD | +4.8% | -13.3% | +18.1% | +7.8% |
| 1Y | +25.3% | -16.6% | +41.9% | +30.1% |
| 3Y | -26.9% | -10.8% | -16.0% | -27.4% |
| 5Y | -33.5% | -50.3% | +16.8% | -20.2% |
| All | +34.9% | +22.9% | +12.0% | +34.4% |
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 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