+101.8%
USB vs CMI
+122.7%
-20.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.6% |
| 7D | +1.4% | -9.3% | +10.7% | +4.7% |
| 30D | +6.4% | -13.2% | +19.7% | +11.5% |
| 3M | -4.5% | -28.2% | +23.7% | +6.9% |
| 6M | +11.4% | -32.7% | +44.1% | +25.9% |
| YTD | +17.1% | -10.1% | +27.2% | +14.0% |
| 1Y | +32.6% | -4.9% | +37.4% | +25.3% |
| 3Y | +101.8% | +120.4% | -18.5% | +13.0% |
| All | +101.8% | +122.7% | -20.9% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling