+81.3%
USB vs CAG
-37.3%
+118.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.6% |
| 7D | +2.6% | -3.3% | +5.9% | +3.3% |
| 30D | +8.4% | +7.7% | +0.7% | +6.5% |
| 3M | -5.5% | -3.2% | -2.4% | -5.2% |
| 6M | +17.7% | +7.0% | +10.8% | +15.2% |
| YTD | +17.6% | -9.0% | +26.5% | +18.5% |
| 1Y | +33.9% | -9.6% | +43.5% | +35.1% |
| 3Y | +103.8% | -36.0% | +139.8% | +121.0% |
| 5Y | +25.6% | -40.9% | +66.5% | +38.5% |
| All | +81.3% | -37.3% | +118.6% | +100.3% |
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