+33.0%
USB vs CAG
-5.3%
+38.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.5% |
| 7D | +0.8% | +4.6% | -3.8% | +0.3% |
| 30D | +6.8% | +14.7% | -7.9% | +5.6% |
| 3M | -3.8% | +2.4% | -6.1% | -4.4% |
| 6M | +11.7% | +10.7% | +1.0% | +9.7% |
| YTD | +17.5% | -5.5% | +23.0% | +12.9% |
| All | +33.0% | -5.3% | +38.3% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling