+26.1%
USB vs CF
+111.0%
-84.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.3% | +2.4% |
| 7D | +2.4% | -6.9% | +9.3% | +3.1% |
| 30D | +6.6% | -3.7% | +10.3% | +6.9% |
| 3M | -4.1% | -5.0% | +0.9% | -3.8% |
| 6M | +12.5% | -10.5% | +22.9% | +13.3% |
| YTD | +17.6% | +46.5% | -28.9% | +8.2% |
| 1Y | +36.5% | +34.8% | +1.7% | +27.2% |
| 3Y | +95.4% | +46.7% | +48.7% | +75.3% |
| 5Y | +26.1% | +112.0% | -85.9% | -0.3% |
| All | +26.1% | +111.0% | -84.9% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling