-32.7%
UPS vs CCI
-35.6%
+2.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.6% | +1.5% |
| 7D | +3.8% | +2.5% | +1.3% | +3.2% |
| 30D | +17.4% | +14.4% | +2.9% | +13.6% |
| 3M | +8.2% | +21.7% | -13.5% | +3.0% |
| 6M | +17.9% | +4.0% | +13.9% | +16.3% |
| YTD | +18.7% | +6.2% | +12.5% | +15.6% |
| 1Y | +24.8% | +5.4% | +19.4% | +21.8% |
| 3Y | -4.5% | +11.7% | -16.3% | -11.3% |
| All | -32.7% | -35.6% | +2.9% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling