+125.6%
USB vs CFG
+396.4%
-270.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.1% |
| 6M | +18.8% | +19.2% | -0.4% | +5.6% |
| YTD | +21.0% | +23.7% | -2.7% | +4.8% |
| 1Y | +34.0% | +38.8% | -4.8% | +7.3% |
| 3Y | +95.3% | +178.9% | -83.6% | -2.6% |
| 5Y | +40.4% | +101.8% | -61.4% | -15.3% |
| 10Y | +107.3% | +317.3% | -210.0% | -25.7% |
| All | +125.6% | +396.4% | -270.8% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling