+98.3%
USB vs CCI
-10.5%
+108.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | +1.4% | -0.4% | +1.8% | +1.5% |
| 30D | -1.3% | +2.7% | -4.0% | -1.8% |
| 3M | +15.2% | -18.2% | +33.4% | +19.8% |
| 6M | +18.8% | -14.8% | +33.6% | +22.3% |
| YTD | +21.0% | -12.6% | +33.6% | +23.4% |
| 1Y | +34.0% | -16.7% | +50.8% | +38.3% |
| All | +98.3% | -10.5% | +108.8% | +85.3% |
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