+8,438.8%
USB vs CMI
+19,768.2%
-11,329.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -1.3% |
| 7D | +1.4% | -0.7% | +2.2% | +1.7% |
| 30D | -1.3% | -13.4% | +12.1% | +3.9% |
| 3M | +15.2% | -17.0% | +32.2% | +22.2% |
| 6M | +18.8% | -1.6% | +20.5% | +17.5% |
| YTD | +21.0% | +11.0% | +10.0% | +13.9% |
| 1Y | +34.0% | +41.9% | -7.9% | +14.7% |
| 3Y | +95.3% | +151.8% | -56.5% | +34.5% |
| 5Y | +40.4% | +163.6% | -123.2% | -5.1% |
| 10Y | +107.3% | +472.9% | -365.6% | +7.9% |
| All | +8,438.8% | +19,768.2% | -11,329.4% | +1,344.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling