+25.3%
USB vs CAG
-39.6%
+64.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.0% | -4.1% | +0.5% |
| 7D | +2.4% | +9.7% | -7.3% | +0.2% |
| 30D | +6.6% | +15.8% | -9.2% | +3.0% |
| 3M | -4.1% | +1.8% | -5.9% | -4.9% |
| 6M | +12.5% | +11.5% | +1.0% | +8.7% |
| YTD | +17.6% | -6.7% | +24.4% | +17.8% |
| 1Y | +36.5% | -5.6% | +42.1% | +36.1% |
| 3Y | +95.4% | -34.2% | +129.6% | +113.0% |
| All | +25.3% | -39.6% | +64.9% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling