+92.5%
USB vs CCI
+9.1%
+83.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.9% |
| 7D | -1.5% | +2.4% | -3.9% | -1.8% |
| 30D | +4.3% | +33.2% | -28.9% | +0.2% |
| 3M | -6.1% | +25.0% | -31.0% | -8.9% |
| 6M | +9.4% | +4.8% | +4.6% | +8.8% |
| YTD | +15.2% | +6.4% | +8.8% | +13.9% |
| 1Y | +32.8% | +6.5% | +26.3% | +31.3% |
| All | +92.5% | +9.1% | +83.4% | +72.9% |
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