-49.8%
USAR vs CCI
+7.6%
-57.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.5% | -12.3% | -5.4% |
| 7D | -21.8% | +5.0% | -26.8% | -21.4% |
| 30D | -39.9% | +36.4% | -76.3% | -39.1% |
| 3M | -52.5% | +20.4% | -72.9% | -52.1% |
| 6M | -67.9% | +4.9% | -72.8% | -67.2% |
| YTD | -31.1% | +7.8% | -38.9% | -30.8% |
| 1Y | -49.8% | +7.3% | -57.1% | -48.3% |
| All | -49.8% | +7.6% | -57.4% | -48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling