+25.1%
USB vs CMI
+116.0%
-90.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.9% |
| 7D | +1.4% | -9.3% | +10.7% | +5.8% |
| 30D | +6.4% | -13.2% | +19.7% | +13.2% |
| 3M | -4.5% | -28.2% | +23.7% | +10.9% |
| 6M | +11.4% | -32.7% | +44.1% | +31.0% |
| YTD | +17.1% | -10.1% | +27.2% | +15.0% |
| 1Y | +32.6% | -4.9% | +37.4% | +25.7% |
| 3Y | +101.8% | +120.4% | -18.5% | +7.7% |
| 5Y | +25.1% | +114.3% | -89.1% | -29.3% |
| All | +25.1% | +116.0% | -90.8% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling