-10.7%
CMG vs USB
+35.1%
-45.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | -2.8% | +1.4% | -4.3% | -3.5% |
| 30D | +7.1% | -1.3% | +8.4% | +7.6% |
| 3M | +31.2% | +15.2% | +15.9% | +20.3% |
| 6M | +0.7% | +18.8% | -18.1% | -9.6% |
| YTD | -0.1% | +21.0% | -21.1% | -11.0% |
| 1Y | -10.7% | +34.0% | -44.8% | -26.8% |
| All | -10.7% | +35.1% | -45.9% | -26.8% |
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