+89.2%
USB vs CCI
+51.6%
+37.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.8% |
| 7D | +0.8% | +0.9% | -0.2% | +0.4% |
| 30D | +6.8% | +10.3% | -3.5% | +3.1% |
| 3M | -3.8% | +17.9% | -21.7% | -9.6% |
| 6M | +11.7% | -0.5% | +12.2% | +10.8% |
| YTD | +17.5% | +2.7% | +14.8% | +14.0% |
| 1Y | +33.8% | +3.1% | +30.6% | +29.5% |
| 3Y | +104.2% | +8.0% | +96.3% | +88.1% |
| 5Y | +26.4% | -37.8% | +64.2% | +43.1% |
| 10Y | +89.2% | +56.5% | +32.7% | +93.3% |
| All | +89.2% | +51.6% | +37.6% | +93.3% |
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 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