+92.7%
USB vs CF
+557.2%
-464.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.3% | -3.7% |
| 7D | -1.5% | +0.4% | -1.9% | -1.8% |
| 30D | +4.3% | +2.2% | +2.1% | +3.4% |
| 3M | -6.1% | +2.1% | -8.2% | -7.3% |
| 6M | +9.4% | -6.5% | +15.9% | +9.7% |
| YTD | +15.2% | +55.6% | -40.4% | -3.4% |
| 1Y | +32.8% | +42.3% | -9.5% | +14.4% |
| 3Y | +91.3% | +55.7% | +35.6% | +54.3% |
| 5Y | +22.7% | +122.4% | -99.8% | -20.0% |
| All | +92.7% | +557.2% | -464.5% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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