+37.4%
CMI vs USAR
+13.1%
+24.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.5% |
| 7D | -0.7% | -11.6% | +10.9% | +0.6% |
| 30D | -12.4% | -15.5% | +3.1% | -11.0% |
| 3M | -14.8% | -31.0% | +16.3% | -12.2% |
| 6M | +0.8% | -26.2% | +27.0% | +2.2% |
| YTD | +10.2% | +30.8% | -20.6% | +9.9% |
| 1Y | +37.4% | +7.1% | +30.3% | +35.9% |
| All | +37.4% | +13.1% | +24.4% | +35.9% |
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