+31.8%
USB vs CFG
+27.1%
+4.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.2% |
| 7D | 0.0% | -0.9% | +0.9% | +0.7% |
| 30D | +5.8% | +1.1% | +4.8% | +5.0% |
| 3M | -6.0% | -12.0% | +6.0% | +3.5% |
| 6M | +7.8% | -2.2% | +10.0% | +9.1% |
| YTD | +14.6% | +11.4% | +3.2% | +6.0% |
| 1Y | +31.8% | +27.8% | +3.9% | +8.3% |
| All | +31.8% | +27.1% | +4.7% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling