-19.9%
USAR vs CCI
-6.8%
-13.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | +8.8% | -1.4% | +10.1% | +9.0% |
| 30D | -28.5% | +12.7% | -41.2% | -31.4% |
| 3M | -56.2% | +23.0% | -79.2% | -59.4% |
| 6M | -68.4% | +0.6% | -69.0% | -68.6% |
| YTD | -32.2% | +4.9% | -37.1% | -35.3% |
| 1Y | -52.3% | +0.7% | -53.0% | -53.0% |
| 3Y | -21.2% | +10.2% | -31.4% | -24.2% |
| All | -19.9% | -6.8% | -13.0% | -22.8% |
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