-1.9%
CMI vs USAR
-51.4%
+49.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +0.5% | -0.8% | +1.3% | +0.5% |
| 30D | -14.0% | -20.9% | +6.9% | -11.4% |
| 3M | -28.1% | -56.2% | +28.0% | -19.9% |
| 6M | -35.8% | -67.9% | +32.1% | -26.4% |
| YTD | -10.5% | -31.4% | +20.9% | -4.5% |
| 1Y | -1.9% | -45.1% | +43.2% | +5.4% |
| All | -1.9% | -51.4% | +49.6% | +5.4% |
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