-17.1%
CMG vs USAR
-19.4%
+2.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.3% |
| 7D | +2.5% | -0.8% | +3.3% | +2.5% |
| 30D | +15.6% | -20.9% | +36.5% | +15.8% |
| 3M | +8.2% | -56.2% | +64.3% | +9.1% |
| 6M | +9.9% | -67.9% | +77.8% | +10.8% |
| YTD | -4.6% | -31.4% | +26.8% | -4.7% |
| 1Y | +12.4% | -45.1% | +57.5% | +12.4% |
| 3Y | -18.0% | -20.3% | +2.3% | -13.6% |
| All | -17.1% | -19.4% | +2.3% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling