+41.2%
USB vs CCI
-51.4%
+92.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.3% |
| 7D | +1.4% | -0.4% | +1.8% | +1.5% |
| 30D | -1.3% | +2.7% | -4.0% | -2.1% |
| 3M | +15.2% | -18.2% | +33.4% | +21.6% |
| 6M | +18.8% | -14.8% | +33.6% | +23.6% |
| YTD | +21.0% | -12.6% | +33.6% | +24.2% |
| 1Y | +34.0% | -16.7% | +50.8% | +39.6% |
| 3Y | +95.3% | -10.5% | +105.8% | +91.3% |
| All | +41.2% | -51.4% | +92.6% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling