+71.0%
CME vs USB
+22.2%
+48.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | +3.7% | -1.5% | +5.1% | +3.8% |
| 30D | +13.7% | +4.3% | +9.4% | +13.4% |
| 3M | +16.6% | -6.1% | +22.7% | +17.1% |
| 6M | +8.2% | +9.4% | -1.2% | +7.4% |
| YTD | +16.3% | +15.2% | +1.2% | +15.0% |
| 1Y | +19.1% | +32.8% | -13.7% | +16.4% |
| 3Y | +67.4% | +91.3% | -23.9% | +54.4% |
| 5Y | +71.0% | +22.7% | +48.3% | +72.1% |
| All | +71.0% | +22.2% | +48.8% | +72.1% |
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