+22.0%
USB vs CMI
+112.1%
-90.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | 0.0% | -10.0% | +10.0% | +4.7% |
| 30D | +5.8% | -13.0% | +18.8% | +12.4% |
| 3M | -6.0% | -29.9% | +23.9% | +10.4% |
| 6M | +7.8% | -36.7% | +44.5% | +30.9% |
| YTD | +14.6% | -10.9% | +25.5% | +13.0% |
| 1Y | +31.8% | -1.3% | +33.1% | +22.1% |
| 3Y | +91.5% | +117.4% | -25.9% | +2.9% |
| All | +22.0% | +112.1% | -90.0% | -30.5% |
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