+4,100.0%
CMG vs USB
+312.6%
+3,787.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | -2.8% | +1.4% | -4.3% | -3.3% |
| 30D | +7.1% | -1.3% | +8.4% | +7.5% |
| 3M | +31.2% | +15.2% | +15.9% | +25.0% |
| 6M | +0.7% | +18.8% | -18.1% | -5.0% |
| YTD | -0.1% | +21.0% | -21.1% | -6.3% |
| 1Y | -10.7% | +34.0% | -44.8% | -19.0% |
| 3Y | -4.7% | +95.3% | -100.0% | -25.3% |
| 5Y | -3.8% | +40.4% | -44.1% | -18.1% |
| 10Y | +352.5% | +107.3% | +245.2% | +214.1% |
| All | +4,100.0% | +312.6% | +3,787.4% | +1,851.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling