+41.2%
USB vs CI
+42.7%
-1.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.1% |
| 7D | +1.4% | +1.3% | +0.1% | +1.1% |
| 30D | -1.3% | +4.4% | -5.8% | -2.4% |
| 3M | +15.2% | +0.7% | +14.6% | +14.7% |
| 6M | +18.8% | +0.3% | +18.5% | +18.1% |
| YTD | +21.0% | +3.8% | +17.2% | +19.1% |
| 1Y | +34.0% | -5.5% | +39.5% | +34.2% |
| 3Y | +95.3% | +8.1% | +87.2% | +81.6% |
| All | +41.2% | +42.7% | -1.5% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling