+36.5%
USB vs CMI
+10.9%
+25.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.8% | +7.7% | +2.9% |
| 7D | +2.4% | -11.2% | +13.6% | +4.5% |
| 30D | +6.6% | -9.8% | +16.4% | +8.4% |
| 3M | -4.1% | -25.5% | +21.4% | +0.7% |
| 6M | +12.5% | -27.7% | +40.1% | +17.2% |
| YTD | +17.6% | -6.6% | +24.3% | +10.2% |
| 1Y | +36.5% | +11.7% | +24.8% | +19.1% |
| All | +36.5% | +10.9% | +25.6% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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