+43.3%
UPS vs CCI
+65.8%
-22.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | -0.6% | -1.4% | +0.8% | -0.2% |
| 30D | +16.4% | +12.7% | +3.7% | +12.3% |
| 3M | +7.9% | +23.0% | -15.1% | +1.1% |
| 6M | +15.8% | +0.6% | +15.2% | +14.6% |
| YTD | +16.6% | +4.9% | +11.7% | +13.0% |
| 1Y | +22.3% | +0.7% | +21.6% | +20.0% |
| 3Y | -6.2% | +10.2% | -16.4% | -12.8% |
| 5Y | -34.4% | -36.4% | +2.0% | -27.1% |
| All | +43.3% | +65.8% | -22.5% | +31.0% |
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