+1,628.1%
CLS vs USB
+92.8%
+1,535.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -22.2% | 0.0% | -22.2% | -22.2% |
| 30D | -44.4% | +5.8% | -50.2% | -46.3% |
| 3M | -34.3% | -6.0% | -28.3% | -32.4% |
| 6M | -50.1% | +7.8% | -57.8% | -52.8% |
| YTD | -30.1% | +14.6% | -44.7% | -36.5% |
| 1Y | -39.3% | +31.8% | -71.1% | -49.2% |
| 3Y | +732.7% | +91.5% | +641.2% | +454.5% |
| 5Y | +1,777.2% | +22.0% | +1,755.2% | +1,479.4% |
| All | +1,628.1% | +92.8% | +1,535.2% | +1,107.4% |
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