+22.7%
USB vs CG
-21.0%
+43.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | +0.6% |
| 7D | -1.5% | -1.5% | 0.0% | -0.9% |
| 30D | +4.3% | +2.8% | +1.5% | +2.9% |
| 3M | -6.1% | -19.2% | +13.2% | +1.9% |
| 6M | +9.4% | -21.0% | +30.4% | +19.1% |
| YTD | +15.2% | -31.0% | +46.1% | +31.5% |
| 1Y | +32.8% | -21.1% | +53.8% | +43.0% |
| 3Y | +91.3% | +48.8% | +42.5% | +52.9% |
| 5Y | +22.7% | -21.5% | +44.2% | +13.5% |
| All | +22.7% | -21.0% | +43.7% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling