+305.5%
USB vs CF
+4,965.4%
-4,659.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.3% | +3.0% |
| 7D | +2.4% | -6.9% | +9.3% | +4.0% |
| 30D | +6.6% | -3.7% | +10.3% | +7.4% |
| 3M | -4.1% | -5.0% | +0.9% | -3.5% |
| 6M | +12.5% | -10.5% | +22.9% | +14.0% |
| YTD | +17.6% | +46.5% | -28.9% | +3.3% |
| 1Y | +36.5% | +34.8% | +1.7% | +22.3% |
| 3Y | +95.4% | +46.7% | +48.7% | +67.0% |
| 5Y | +26.1% | +112.0% | -85.9% | -6.4% |
| 10Y | +101.3% | +529.7% | -428.4% | +8.5% |
| All | +305.5% | +4,965.4% | -4,659.9% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling