+10.9%
CMG vs USB
+36.4%
-25.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.9% | +3.9% | +4.9% |
| 7D | +22.5% | +2.4% | +20.1% | +21.2% |
| 30D | +14.1% | +6.6% | +7.5% | +10.7% |
| 3M | +4.1% | -4.1% | +8.2% | +6.0% |
| 6M | +10.1% | +12.5% | -2.4% | +1.5% |
| YTD | -4.9% | +17.6% | -22.5% | -15.2% |
| 1Y | +10.9% | +36.5% | -25.6% | -15.0% |
| All | +10.9% | +36.4% | -25.5% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling