+108.7%
USB vs CFG
+317.4%
-208.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.4% | +1.5% | -0.1% | +0.4% |
| 30D | -1.3% | -3.8% | +2.5% | +1.3% |
| 3M | +15.2% | +11.5% | +3.8% | +7.0% |
| 6M | +18.8% | +19.2% | -0.4% | +5.4% |
| YTD | +21.0% | +23.7% | -2.7% | +4.5% |
| 1Y | +34.0% | +38.8% | -4.8% | +6.9% |
| 3Y | +95.3% | +178.9% | -83.6% | -3.9% |
| 5Y | +40.4% | +101.8% | -61.4% | -16.3% |
| All | +108.7% | +317.4% | -208.7% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling