+96.6%
USB vs CI
+4.0%
+92.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.4% |
| 7D | +2.4% | +3.5% | -1.1% | +1.9% |
| 30D | +6.6% | +12.6% | -6.0% | +4.9% |
| 3M | -4.1% | +12.1% | -16.2% | -5.5% |
| 6M | +12.5% | +10.6% | +1.9% | +10.7% |
| YTD | +17.6% | +12.8% | +4.8% | +15.5% |
| 1Y | +36.5% | +18.0% | +18.5% | +33.2% |
| All | +96.6% | +4.0% | +92.6% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling