+103.8%
USB vs CMI
+121.3%
-17.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +2.6% | +0.5% | +2.1% | +2.4% |
| 30D | +8.4% | -14.0% | +22.4% | +13.9% |
| 3M | -5.5% | -28.1% | +22.6% | +5.6% |
| 6M | +17.7% | -35.8% | +53.6% | +35.9% |
| YTD | +17.6% | -10.5% | +28.1% | +14.6% |
| 1Y | +33.9% | -1.9% | +35.7% | +24.5% |
| 3Y | +103.8% | +121.0% | -17.2% | +13.7% |
| All | +103.8% | +121.3% | -17.5% | +13.7% |
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