+591.8%
USB vs CCI
+905.5%
-313.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.4% |
| 6M | +18.8% | -14.8% | +33.6% | +21.9% |
| YTD | +21.0% | -12.6% | +33.6% | +23.2% |
| 1Y | +34.0% | -16.7% | +50.8% | +37.5% |
| 3Y | +95.3% | -10.5% | +105.8% | +96.0% |
| 5Y | +40.4% | -51.4% | +91.8% | +57.0% |
| 10Y | +107.3% | +20.0% | +87.3% | +96.3% |
| All | +591.8% | +905.5% | -313.7% | +326.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling