+22.7%
USB vs CF
+125.5%
-102.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.3% | -2.7% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | +4.3% | +2.2% | +2.1% | +3.9% |
| 3M | -6.1% | +2.1% | -8.2% | -6.5% |
| 6M | +9.4% | -6.5% | +15.9% | +9.7% |
| YTD | +15.2% | +55.6% | -40.4% | +5.2% |
| 1Y | +32.8% | +42.3% | -9.5% | +23.0% |
| 3Y | +91.3% | +55.7% | +35.6% | +70.5% |
| 5Y | +22.7% | +122.4% | -99.8% | -3.2% |
| All | +22.7% | +125.5% | -102.8% | -3.2% |
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