-25.9%
UPS vs CCI
-10.9%
-15.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | -2.3% | +0.5% | -2.8% | -2.4% |
| 3M | -5.2% | -16.3% | +11.1% | -2.7% |
| 6M | +1.4% | -13.9% | +15.4% | +3.5% |
| YTD | +6.1% | -12.4% | +18.5% | +7.6% |
| 1Y | +27.0% | -15.2% | +42.2% | +29.3% |
| 3Y | -25.9% | -9.9% | -16.1% | -25.1% |
| All | -25.9% | -10.9% | -15.0% | -25.1% |
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 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