+1,619.4%
CLS vs USB
+93.8%
+1,525.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.1% | -10.9% | -11.9% |
| 7D | -27.3% | -1.5% | -25.8% | -26.7% |
| 30D | -47.0% | +4.3% | -51.3% | -48.4% |
| 3M | -43.3% | -6.1% | -37.2% | -41.6% |
| 6M | -50.8% | +9.4% | -60.2% | -53.8% |
| YTD | -30.4% | +15.2% | -45.6% | -37.0% |
| 1Y | -41.7% | +32.8% | -74.4% | -51.3% |
| 3Y | +701.4% | +91.3% | +610.1% | +434.1% |
| 5Y | +1,767.8% | +22.7% | +1,745.1% | +1,467.1% |
| All | +1,619.4% | +93.8% | +1,525.6% | +1,098.0% |
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