-14.5%
CMG vs USB
+90.4%
-104.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.2% |
| 7D | +13.2% | -1.5% | +14.6% | +13.6% |
| 30D | +14.6% | +4.3% | +10.3% | +13.2% |
| 3M | +2.6% | -6.1% | +8.7% | +4.3% |
| 6M | +9.6% | +9.4% | +0.2% | +6.3% |
| YTD | -4.3% | +15.2% | -19.5% | -8.4% |
| 1Y | +10.7% | +32.8% | -22.0% | +2.4% |
| All | -14.5% | +90.4% | -104.9% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling