+132.7%
CMI vs USAR
+68.6%
+64.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.1% |
| 7D | +0.7% | -4.4% | +5.1% | +0.9% |
| 30D | -12.3% | -10.4% | -1.9% | -11.9% |
| 3M | -16.8% | -18.4% | +1.6% | -16.4% |
| 6M | +1.5% | -8.8% | +10.3% | +1.5% |
| YTD | +9.8% | +43.4% | -33.6% | +9.4% |
| 1Y | +42.6% | +21.0% | +21.6% | +41.7% |
| 3Y | +151.0% | +67.7% | +83.2% | +151.2% |
| All | +132.7% | +68.6% | +64.2% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling