+33.9%
USB vs CMI
-3.8%
+37.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +2.6% | +0.5% | +2.1% | +2.5% |
| 30D | +8.4% | -14.0% | +22.4% | +11.1% |
| 3M | -5.5% | -28.1% | +22.6% | -0.2% |
| 6M | +17.7% | -35.8% | +53.6% | +26.5% |
| YTD | +17.6% | -10.5% | +28.1% | +8.5% |
| 1Y | +33.9% | -1.9% | +35.7% | +16.2% |
| All | +33.9% | -3.8% | +37.7% | +16.2% |
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