+328.9%
CME vs USB
+92.8%
+236.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +13.2% | +5.8% | +7.3% | +11.3% |
| 3M | +16.3% | -6.0% | +22.2% | +18.2% |
| 6M | +7.1% | +7.8% | -0.6% | +4.4% |
| YTD | +15.8% | +14.6% | +1.2% | +10.4% |
| 1Y | +17.1% | +31.8% | -14.7% | +6.8% |
| 3Y | +63.2% | +91.5% | -28.4% | +26.2% |
| 5Y | +70.2% | +22.0% | +48.2% | +53.1% |
| All | +328.9% | +92.8% | +236.0% | +149.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling