+7,985.7%
USB vs CMI
+15,846.7%
-7,860.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | 0.0% | -10.0% | +10.0% | +3.8% |
| 30D | +5.8% | -13.0% | +18.8% | +11.1% |
| 3M | -6.0% | -29.9% | +23.9% | +6.6% |
| 6M | +7.8% | -36.7% | +44.5% | +25.3% |
| YTD | +14.6% | -10.9% | +25.5% | +16.5% |
| 1Y | +31.8% | -1.3% | +33.1% | +28.9% |
| 3Y | +91.5% | +117.4% | -25.9% | +38.6% |
| 5Y | +22.0% | +112.9% | -90.9% | -11.0% |
| 10Y | +96.1% | +366.7% | -270.6% | +9.9% |
| All | +7,985.7% | +15,846.7% | -7,860.9% | +1,377.0% |
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