+92.7%
USB vs CI
+173.7%
-81.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | -1.5% | +1.0% | -2.5% | -1.8% |
| 30D | +4.3% | +9.9% | -5.6% | +0.7% |
| 3M | -6.1% | +12.1% | -18.1% | -10.1% |
| 6M | +9.4% | +10.6% | -1.2% | +4.6% |
| YTD | +15.2% | +11.4% | +3.8% | +9.4% |
| 1Y | +32.8% | +18.8% | +14.0% | +22.9% |
| 3Y | +91.3% | +2.9% | +88.4% | +78.7% |
| 5Y | +22.7% | +54.5% | -31.9% | -6.9% |
| All | +92.7% | +173.7% | -81.0% | +16.4% |
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