+81.3%
USB vs CCI
+67.9%
+13.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.4% |
| 7D | +2.6% | +2.5% | +0.1% | +1.7% |
| 30D | +8.4% | +14.4% | -6.0% | +3.4% |
| 3M | -5.5% | +21.7% | -27.2% | -12.2% |
| 6M | +17.7% | +4.0% | +13.7% | +14.9% |
| YTD | +17.6% | +6.2% | +11.3% | +12.8% |
| 1Y | +33.9% | +5.4% | +28.5% | +28.8% |
| 3Y | +103.8% | +11.7% | +92.1% | +85.4% |
| 5Y | +25.6% | -35.6% | +61.2% | +40.7% |
| All | +81.3% | +67.9% | +13.4% | +82.4% |
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