+108.7%
USB vs CI
+145.0%
-36.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.2% |
| 7D | +1.4% | +1.3% | +0.1% | +0.9% |
| 30D | -1.3% | +4.4% | -5.8% | -2.9% |
| 3M | +15.2% | +0.7% | +14.6% | +14.5% |
| 6M | +18.8% | +0.3% | +18.5% | +17.8% |
| YTD | +21.0% | +3.8% | +17.2% | +18.1% |
| 1Y | +34.0% | -5.5% | +39.5% | +33.8% |
| 3Y | +95.3% | +8.1% | +87.2% | +77.3% |
| 5Y | +40.4% | +42.8% | -2.4% | +10.2% |
| All | +108.7% | +145.0% | -36.3% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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