+572.5%
USB vs CCI
+1,139.9%
-567.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.5% | -4.6% | +0.7% |
| 7D | +2.4% | +5.0% | -2.6% | +1.4% |
| 30D | +6.6% | +36.4% | -29.8% | +0.1% |
| 3M | -4.1% | +20.4% | -24.5% | -7.8% |
| 6M | +12.5% | +4.9% | +7.6% | +10.7% |
| YTD | +17.6% | +7.8% | +9.9% | +14.6% |
| 1Y | +36.5% | +7.3% | +29.2% | +33.1% |
| 3Y | +95.4% | +10.1% | +85.3% | +87.8% |
| 5Y | +26.1% | -34.8% | +60.9% | +33.1% |
| 10Y | +101.3% | +60.4% | +40.9% | +80.1% |
| All | +572.5% | +1,139.9% | -567.4% | +296.6% |
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