+9.3%
CME vs USB
+35.1%
-25.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.6% | +1.4% | -3.0% | -1.5% |
| 30D | +6.2% | -1.3% | +7.5% | +6.3% |
| 3M | +10.4% | +15.2% | -4.8% | +11.2% |
| 6M | -9.5% | +18.8% | -28.4% | -8.6% |
| YTD | +6.0% | +21.0% | -15.0% | +7.2% |
| 1Y | +9.3% | +34.0% | -24.7% | +11.2% |
| All | +9.3% | +35.1% | -25.9% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 1y: compounded portfolio wealth divided by compounded USB 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…
1y analysis · Full analysis span regression · 6 months rolling