-15.1%
CMG vs USAR
+58.5%
-73.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +0.3% |
| 7D | -3.8% | -9.3% | +5.5% | -3.7% |
| 30D | +12.9% | -15.2% | +28.1% | +13.1% |
| 3M | +18.8% | -21.1% | +39.9% | +18.8% |
| 6M | +4.1% | -21.6% | +25.6% | +3.7% |
| YTD | -2.4% | +34.8% | -37.1% | -3.1% |
| 1Y | -6.7% | +15.6% | -22.3% | -7.1% |
| 3Y | -7.1% | +57.7% | -64.8% | -1.3% |
| All | -15.1% | +58.5% | -73.6% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling