+32.8%
USB vs CFG
+29.7%
+3.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | +0.3% |
| 7D | -1.5% | -2.2% | +0.7% | +0.2% |
| 30D | +4.3% | +0.4% | +3.9% | +4.0% |
| 3M | -6.1% | -12.6% | +6.5% | +3.8% |
| 6M | +9.4% | +0.6% | +8.8% | +8.5% |
| YTD | +15.2% | +12.4% | +2.7% | +5.9% |
| 1Y | +32.8% | +27.7% | +5.1% | +9.9% |
| All | +32.8% | +29.7% | +3.1% | +9.9% |
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