+22.0%
USB vs CCI
-37.1%
+59.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.2% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +5.8% | +28.4% | -22.5% | -1.3% |
| 3M | -6.0% | +20.0% | -25.9% | -10.8% |
| 6M | +7.8% | +0.8% | +7.0% | +7.1% |
| YTD | +14.6% | +3.6% | +11.0% | +12.1% |
| 1Y | +31.8% | +6.1% | +25.7% | +27.8% |
| 3Y | +91.5% | +7.2% | +84.3% | +77.9% |
| All | +22.0% | -37.1% | +59.2% | +26.9% |
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 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