+8,438.8%
USB vs CMS
+457.8%
+7,981.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.4% | +0.4% | +1.1% | +1.3% |
| 30D | -1.3% | -3.6% | +2.3% | -0.3% |
| 3M | +15.2% | -1.9% | +17.2% | +15.8% |
| 6M | +18.8% | -11.0% | +29.8% | +22.6% |
| YTD | +21.0% | +0.2% | +20.8% | +20.5% |
| 1Y | +34.0% | -1.3% | +35.3% | +33.9% |
| 3Y | +95.3% | +35.9% | +59.4% | +77.1% |
| 5Y | +40.4% | +23.1% | +17.3% | +29.9% |
| 10Y | +107.3% | +117.9% | -10.6% | +63.2% |
| All | +8,438.8% | +457.8% | +7,981.0% | +4,541.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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