+79.1%
CME vs USB
+40.0%
+39.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -1.6% | +1.4% | -3.0% | -1.7% |
| 30D | +6.2% | -1.3% | +7.5% | +6.3% |
| 3M | +10.4% | +15.2% | -4.8% | +9.3% |
| 6M | -9.5% | +18.8% | -28.4% | -10.7% |
| YTD | +6.0% | +21.0% | -15.0% | +4.4% |
| 1Y | +9.3% | +34.0% | -24.7% | +6.6% |
| 3Y | +57.7% | +95.3% | -37.7% | +45.1% |
| All | +79.1% | +40.0% | +39.1% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling