+10.9%
CMG vs USAR
-49.3%
+60.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -5.9% | +11.7% | +5.9% |
| 7D | +22.5% | -21.8% | +44.3% | +23.2% |
| 30D | +14.1% | -39.9% | +54.0% | +15.6% |
| 3M | +4.1% | -52.5% | +56.6% | +6.0% |
| 6M | +10.1% | -67.9% | +78.0% | +12.4% |
| YTD | -4.9% | -31.1% | +26.2% | -6.3% |
| 1Y | +10.9% | -49.8% | +60.7% | +9.4% |
| All | +10.9% | -49.3% | +60.2% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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