+383.6%
CMG vs USB
+94.3%
+289.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +3.1% |
| 7D | +8.6% | +0.8% | +7.8% | +8.4% |
| 30D | +13.1% | +6.8% | +6.4% | +11.2% |
| 3M | +9.0% | -3.8% | +12.8% | +10.0% |
| 6M | +10.0% | +11.7% | -1.7% | +6.5% |
| YTD | -3.4% | +17.5% | -20.9% | -7.7% |
| 1Y | +16.8% | +33.8% | -16.9% | +8.0% |
| 3Y | -14.7% | +104.2% | -118.9% | -30.3% |
| 5Y | -1.5% | +26.4% | -28.0% | -9.8% |
| 10Y | +383.6% | +89.2% | +294.4% | +233.7% |
| All | +383.6% | +94.3% | +289.3% | +233.7% |
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