+227.0%
UPS vs CCI
+493.5%
-266.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | -2.9% | -0.4% | -2.5% | -2.8% |
| 30D | -3.5% | +2.7% | -6.2% | -3.9% |
| 3M | -5.7% | -18.2% | +12.5% | -3.1% |
| 6M | -4.4% | -14.8% | +10.4% | -2.5% |
| YTD | +8.0% | -12.6% | +20.6% | +9.5% |
| 1Y | +29.0% | -16.7% | +45.8% | +31.6% |
| 3Y | -27.7% | -10.5% | -17.2% | -27.5% |
| 5Y | -34.3% | -51.4% | +17.1% | -28.4% |
| 10Y | +37.8% | +20.0% | +17.8% | +32.3% |
| All | +227.0% | +493.5% | -266.5% | +152.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling