+350.1%
CMG vs USB
+92.8%
+257.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | +11.9% | +5.8% | +6.1% | +10.2% |
| 3M | +2.1% | -6.0% | +8.1% | +3.7% |
| 6M | +5.2% | +7.8% | -2.6% | +2.8% |
| YTD | -6.9% | +14.6% | -21.5% | -10.4% |
| 1Y | +12.7% | +31.8% | -19.1% | +4.6% |
| 3Y | -16.8% | +91.5% | -108.3% | -30.8% |
| 5Y | -4.1% | +22.0% | -26.1% | -11.3% |
| All | +350.1% | +92.8% | +257.2% | +233.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling