+108.7%
USB vs CAG
-36.9%
+145.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +1.4% | -3.8% | +5.2% | +2.2% |
| 30D | -1.3% | +3.1% | -4.4% | -2.1% |
| 3M | +15.2% | +23.5% | -8.2% | +9.8% |
| 6M | +18.8% | -14.8% | +33.7% | +22.3% |
| YTD | +21.0% | -5.4% | +26.5% | +21.2% |
| 1Y | +34.0% | -11.8% | +45.8% | +36.2% |
| 3Y | +95.3% | -36.7% | +132.0% | +112.3% |
| 5Y | +40.4% | -40.3% | +80.6% | +54.3% |
| All | +108.7% | -36.9% | +145.7% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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