+92.7%
USB vs CFG
+245.9%
-153.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | 0.0% |
| 7D | -1.5% | -2.2% | +0.7% | 0.0% |
| 30D | +4.3% | +0.4% | +3.9% | +4.0% |
| 3M | -6.1% | -12.6% | +6.5% | +2.9% |
| 6M | +9.4% | +0.6% | +8.8% | +8.9% |
| YTD | +15.2% | +12.4% | +2.7% | +6.1% |
| 1Y | +32.8% | +27.7% | +5.1% | +12.3% |
| 3Y | +91.3% | +172.4% | -81.1% | -4.5% |
| 5Y | +22.7% | +64.0% | -41.3% | -16.1% |
| All | +92.7% | +245.9% | -153.2% | -22.7% |
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