+98.3%
USB vs CI
+7.7%
+90.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.1% |
| 7D | +1.4% | +1.3% | +0.1% | +1.3% |
| 30D | -1.3% | +4.4% | -5.8% | -1.9% |
| 3M | +15.2% | +0.7% | +14.6% | +15.0% |
| 6M | +18.8% | +0.3% | +18.5% | +18.4% |
| YTD | +21.0% | +3.8% | +17.2% | +20.0% |
| 1Y | +34.0% | -5.5% | +39.5% | +34.1% |
| All | +98.3% | +7.7% | +90.5% | +100.0% |
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