+8,200.6%
USB vs CAG
+595.3%
+7,605.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.0% | -4.1% | +0.2% |
| 7D | +2.4% | +9.7% | -7.3% | -0.3% |
| 30D | +6.6% | +15.8% | -9.2% | +2.1% |
| 3M | -4.1% | +1.8% | -5.9% | -5.0% |
| 6M | +12.5% | +11.5% | +1.0% | +8.2% |
| YTD | +17.6% | -6.7% | +24.4% | +18.1% |
| 1Y | +36.5% | -5.6% | +42.1% | +36.5% |
| 3Y | +95.4% | -35.0% | +130.4% | +114.4% |
| 5Y | +26.1% | -40.1% | +66.3% | +40.9% |
| 10Y | +101.3% | -38.1% | +139.3% | +111.5% |
| All | +8,200.6% | +595.3% | +7,605.3% | +4,362.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling