+2,755.1%
CLS vs USB
+107.5%
+2,647.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +4.6% | +1.4% | +3.1% | +3.7% |
| 30D | -13.9% | -1.3% | -12.6% | -13.2% |
| 3M | -26.6% | +15.2% | -41.8% | -32.5% |
| 6M | +15.4% | +18.8% | -3.4% | +4.1% |
| YTD | +5.7% | +21.0% | -15.3% | -6.4% |
| 1Y | +41.1% | +34.0% | +7.1% | +17.4% |
| 3Y | +1,228.6% | +95.3% | +1,133.3% | +776.1% |
| 5Y | +3,240.6% | +40.4% | +3,200.3% | +2,499.4% |
| All | +2,755.1% | +107.5% | +2,647.6% | +1,645.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling