+92.7%
USB vs CAG
-37.0%
+129.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.8% | -2.7% |
| 7D | -1.5% | +11.4% | -12.8% | -3.8% |
| 30D | +4.3% | +16.7% | -12.4% | +0.8% |
| 3M | -6.1% | +4.5% | -10.6% | -7.3% |
| 6M | +9.4% | +13.3% | -3.9% | +5.8% |
| YTD | +15.2% | -4.2% | +19.3% | +14.8% |
| 1Y | +32.8% | -2.9% | +35.7% | +31.9% |
| 3Y | +91.3% | -33.2% | +124.5% | +105.2% |
| 5Y | +22.7% | -38.4% | +61.0% | +33.8% |
| All | +92.7% | -37.0% | +129.7% | +105.5% |
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