+59.3%
USAR vs CCI
-24.4%
+83.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.2% | -5.3% |
| 7D | -9.3% | -4.4% | -4.9% | -7.8% |
| 30D | -15.2% | +0.3% | -15.5% | -15.3% |
| 3M | -21.1% | -20.0% | -1.1% | -14.0% |
| 6M | -21.6% | -14.5% | -7.0% | -18.3% |
| YTD | +34.8% | -14.9% | +49.6% | +38.7% |
| 1Y | +15.6% | -17.7% | +33.3% | +22.4% |
| 3Y | +57.7% | -12.4% | +70.1% | +63.7% |
| All | +59.3% | -24.4% | +83.7% | +65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling