+41.2%
USB vs CF
+227.0%
-185.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | +0.1% |
| 7D | +1.4% | +6.0% | -4.6% | +0.7% |
| 30D | -1.3% | +14.8% | -16.2% | -3.1% |
| 3M | +15.2% | +14.1% | +1.2% | +13.1% |
| 6M | +18.8% | +28.5% | -9.7% | +12.9% |
| YTD | +21.0% | +74.9% | -53.9% | +8.6% |
| 1Y | +34.0% | +61.7% | -27.7% | +21.8% |
| 3Y | +95.3% | +80.3% | +15.0% | +69.8% |
| All | +41.2% | +227.0% | -185.8% | -4.1% |
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