+41.9%
CMI vs USAR
+27.9%
+14.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.2% | +2.8% |
| 7D | -0.7% | -2.1% | +1.4% | -0.5% |
| 30D | -13.4% | +2.6% | -16.1% | -13.9% |
| 3M | -17.0% | -35.0% | +18.0% | -14.3% |
| 6M | -1.6% | -6.9% | +5.2% | -2.2% |
| YTD | +11.0% | +48.0% | -37.0% | +9.3% |
| 1Y | +41.9% | +24.8% | +17.1% | +34.9% |
| All | +41.9% | +27.9% | +14.0% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling