-33.5%
UPS vs CCI
-51.2%
+17.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.0% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -3.7% | +2.1% | -5.9% | -4.3% |
| 3M | -6.6% | -17.8% | +11.3% | -2.1% |
| 6M | +2.6% | -14.2% | +16.7% | +5.9% |
| YTD | +4.8% | -13.3% | +18.1% | +7.4% |
| 1Y | +25.3% | -16.6% | +41.9% | +29.5% |
| 3Y | -26.9% | -10.8% | -16.0% | -27.9% |
| 5Y | -33.5% | -50.3% | +16.8% | -25.4% |
| All | -33.5% | -51.2% | +17.7% | -25.4% |
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 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