+74.9%
USAR vs CCI
-22.4%
+97.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | +2.6% | +2.7% | -0.1% | +1.5% |
| 3M | -35.0% | -18.2% | -16.8% | -29.8% |
| 6M | -6.9% | -14.8% | +7.9% | -2.5% |
| YTD | +48.0% | -12.6% | +60.6% | +50.8% |
| 1Y | +24.8% | -16.7% | +41.5% | +32.0% |
| 3Y | +73.2% | -10.5% | +83.8% | +78.0% |
| All | +74.9% | -22.4% | +97.2% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling