+91.7%
USB vs CG
+290.3%
-198.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.2% |
| 7D | 0.0% | -1.2% | +1.2% | +0.4% |
| 30D | +5.8% | +5.0% | +0.8% | +3.4% |
| 3M | -6.0% | -18.2% | +12.2% | +1.9% |
| 6M | +7.8% | -20.7% | +28.5% | +17.7% |
| YTD | +14.6% | -31.4% | +46.0% | +32.1% |
| 1Y | +31.8% | -22.3% | +54.0% | +43.5% |
| 3Y | +91.5% | +50.2% | +41.4% | +49.6% |
| 5Y | +22.0% | -22.1% | +44.1% | +21.2% |
| All | +91.7% | +290.3% | -198.6% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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