+96.6%
USB vs CF
+47.5%
+49.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.3% | +2.0% |
| 7D | +2.4% | -6.9% | +9.3% | +2.5% |
| 30D | +6.6% | -3.7% | +10.3% | +6.6% |
| 3M | -4.1% | -5.0% | +0.9% | -4.0% |
| 6M | +12.5% | -10.5% | +22.9% | +12.7% |
| YTD | +17.6% | +46.5% | -28.9% | +11.6% |
| 1Y | +36.5% | +34.8% | +1.7% | +30.7% |
| All | +96.6% | +47.5% | +49.1% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling