-5.3%
CMG vs USB
+95.2%
-100.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | -2.8% | +1.4% | -4.3% | -3.2% |
| 30D | +7.1% | -1.3% | +8.4% | +7.4% |
| 3M | +31.2% | +15.2% | +15.9% | +26.0% |
| 6M | +0.7% | +18.8% | -18.1% | -4.2% |
| YTD | -0.1% | +21.0% | -21.1% | -5.2% |
| 1Y | -10.7% | +34.0% | -44.8% | -17.3% |
| All | -5.3% | +95.2% | -100.5% | -17.4% |
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