+69.4%
USAR vs CCI
-23.0%
+92.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.0% |
| 7D | -4.4% | -0.3% | -4.2% | -4.3% |
| 30D | -10.4% | +2.1% | -12.5% | -11.2% |
| 3M | -18.4% | -17.8% | -0.5% | -12.1% |
| 6M | -8.8% | -14.2% | +5.4% | -5.1% |
| YTD | +43.4% | -13.3% | +56.7% | +46.6% |
| 1Y | +21.0% | -16.6% | +37.6% | +27.6% |
| 3Y | +67.7% | -10.8% | +78.6% | +73.0% |
| All | +69.4% | -23.0% | +92.4% | +74.8% |
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 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