+8,200.6%
USB vs CMS
+478.3%
+7,722.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.5% |
| 7D | +2.4% | +4.1% | -1.7% | +1.2% |
| 30D | +6.6% | +10.9% | -4.3% | +3.4% |
| 3M | -4.1% | -0.2% | -3.8% | -4.1% |
| 6M | +12.5% | -4.7% | +17.2% | +13.9% |
| YTD | +17.6% | +3.9% | +13.7% | +15.9% |
| 1Y | +36.5% | +0.4% | +36.1% | +35.8% |
| 3Y | +95.4% | +38.8% | +56.6% | +76.1% |
| 5Y | +26.1% | +37.1% | -11.0% | +13.3% |
| 10Y | +101.3% | +132.7% | -31.4% | +55.7% |
| All | +8,200.6% | +478.3% | +7,722.3% | +4,364.5% |
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