+208.2%
USB vs CG
+310.6%
-102.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +0.2% |
| 7D | +2.4% | +9.4% | -7.0% | -1.1% |
| 30D | +6.6% | +8.7% | -2.2% | +3.1% |
| 3M | -4.1% | -15.0% | +10.9% | +1.6% |
| 6M | +12.5% | -13.2% | +25.7% | +17.6% |
| YTD | +17.6% | -26.2% | +43.8% | +29.9% |
| 1Y | +36.5% | -14.1% | +50.6% | +42.0% |
| 3Y | +95.4% | +59.2% | +36.2% | +56.0% |
| 5Y | +26.1% | -14.8% | +40.9% | +21.5% |
| 10Y | +101.3% | +325.9% | -224.7% | +15.8% |
| All | +208.2% | +310.6% | -102.4% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling