-19.0%
USAR vs CCI
-5.7%
-13.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | -0.8% | +2.5% | -3.3% | -1.6% |
| 30D | -20.9% | +14.4% | -35.4% | -24.5% |
| 3M | -56.2% | +21.7% | -77.8% | -59.1% |
| 6M | -67.9% | +4.0% | -71.9% | -68.6% |
| YTD | -31.4% | +6.2% | -37.6% | -34.8% |
| 1Y | -45.1% | +5.4% | -50.5% | -47.4% |
| 3Y | -20.3% | +11.7% | -32.0% | -23.6% |
| All | -19.0% | -5.7% | -13.3% | -22.3% |
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 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