+3,922.7%
CMG vs USB
+292.7%
+3,630.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.2% |
| 7D | +13.2% | -1.5% | +14.6% | +13.7% |
| 30D | +14.6% | +4.3% | +10.3% | +13.0% |
| 3M | +2.6% | -6.1% | +8.7% | +4.6% |
| 6M | +9.6% | +9.4% | +0.2% | +6.0% |
| YTD | -4.3% | +15.2% | -19.5% | -8.9% |
| 1Y | +10.7% | +32.8% | -22.0% | +0.8% |
| 3Y | -13.3% | +91.3% | -104.6% | -31.2% |
| 5Y | -1.4% | +22.7% | -24.0% | -12.0% |
| 10Y | +377.8% | +97.0% | +280.8% | +237.3% |
| All | +3,922.7% | +292.7% | +3,630.0% | +1,798.7% |
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