+32.8%
USB vs CI
+17.9%
+14.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | -1.5% | +1.0% | -2.5% | -1.7% |
| 30D | +4.3% | +9.9% | -5.6% | +2.5% |
| 3M | -6.1% | +12.1% | -18.1% | -7.9% |
| 6M | +9.4% | +10.6% | -1.2% | +6.5% |
| YTD | +15.2% | +11.4% | +3.8% | +12.3% |
| 1Y | +32.8% | +18.8% | +14.0% | +28.4% |
| All | +32.8% | +17.9% | +14.8% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling