+41.2%
USB vs CG
+10.1%
+31.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.4% |
| 7D | +1.4% | -4.3% | +5.8% | +3.2% |
| 30D | -1.3% | -5.1% | +3.8% | +0.5% |
| 3M | +15.2% | +8.7% | +6.6% | +10.5% |
| 6M | +18.8% | -9.2% | +28.1% | +22.2% |
| YTD | +21.0% | -18.9% | +39.9% | +29.7% |
| 1Y | +34.0% | -25.6% | +59.7% | +48.2% |
| 3Y | +95.3% | +57.3% | +38.0% | +53.1% |
| All | +41.2% | +10.1% | +31.1% | +15.1% |
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