+31.8%
USB vs CAG
-4.1%
+35.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | 0.0% | +5.8% | -5.8% | -0.5% |
| 30D | +5.8% | +16.4% | -10.5% | +4.6% |
| 3M | -6.0% | +3.8% | -9.8% | -6.7% |
| 6M | +7.8% | +10.8% | -3.1% | +5.8% |
| YTD | +14.6% | -5.8% | +20.4% | +10.3% |
| 1Y | +31.8% | -2.4% | +34.2% | +24.5% |
| All | +31.8% | -4.1% | +35.9% | +24.5% |
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 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