+96.6%
USB vs CCI
+10.5%
+86.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.5% | -4.6% | +1.1% |
| 7D | +2.4% | +5.0% | -2.6% | +1.7% |
| 30D | +6.6% | +36.4% | -29.8% | +2.1% |
| 3M | -4.1% | +20.4% | -24.5% | -6.5% |
| 6M | +12.5% | +4.9% | +7.6% | +11.9% |
| YTD | +17.6% | +7.8% | +9.9% | +16.2% |
| 1Y | +36.5% | +7.3% | +29.2% | +34.9% |
| All | +96.6% | +10.5% | +86.1% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling