+6,781.2%
CME vs USB
+567.4%
+6,213.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | +1.4% | -3.0% | -2.3% |
| 30D | +6.2% | -1.3% | +7.5% | +6.8% |
| 3M | +10.4% | +15.2% | -4.8% | +3.1% |
| 6M | -9.5% | +18.8% | -28.4% | -17.2% |
| YTD | +6.0% | +21.0% | -15.0% | -4.3% |
| 1Y | +9.3% | +34.0% | -24.7% | -6.4% |
| 3Y | +57.7% | +95.3% | -37.7% | +5.3% |
| 5Y | +77.7% | +40.4% | +37.3% | +32.5% |
| 10Y | +281.2% | +107.3% | +173.9% | +111.8% |
| All | +6,781.2% | +567.4% | +6,213.7% | +2,081.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling