+31.8%
USB vs CG
-21.8%
+53.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | 0.0% | -1.2% | +1.2% | +0.3% |
| 30D | +5.8% | +5.0% | +0.8% | +4.0% |
| 3M | -6.0% | -18.2% | +12.2% | -0.2% |
| 6M | +7.8% | -20.7% | +28.5% | +15.4% |
| YTD | +14.6% | -31.4% | +46.0% | +27.5% |
| 1Y | +31.8% | -22.3% | +54.0% | +36.9% |
| All | +31.8% | -21.8% | +53.6% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling