+358.4%
CMG vs USB
+87.1%
+271.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +8.0% | +1.4% | +6.6% | +7.6% |
| 30D | +13.7% | +6.4% | +7.3% | +11.8% |
| 3M | +11.8% | -4.5% | +16.2% | +13.0% |
| 6M | +10.6% | +11.4% | -0.8% | +7.1% |
| YTD | -2.9% | +17.1% | -20.0% | -7.1% |
| 1Y | +17.8% | +32.6% | -14.7% | +9.3% |
| 3Y | -15.3% | +101.8% | -117.1% | -30.5% |
| 5Y | -0.9% | +25.1% | -26.0% | -9.0% |
| 10Y | +358.4% | +84.9% | +273.5% | +238.8% |
| All | +358.4% | +87.1% | +271.3% | +238.8% |
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 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