+101.3%
USB vs CL
+76.8%
+24.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +0.7% |
| 7D | +2.4% | +7.7% | -5.3% | -0.4% |
| 30D | +6.6% | +15.2% | -8.7% | +1.0% |
| 3M | -4.1% | +7.3% | -11.4% | -6.7% |
| 6M | +12.5% | +17.0% | -4.5% | +5.6% |
| YTD | +17.6% | +28.0% | -10.3% | +5.8% |
| 1Y | +36.5% | +32.1% | +4.4% | +21.1% |
| 3Y | +95.4% | +41.5% | +53.9% | +63.5% |
| 5Y | +26.1% | +43.9% | -17.8% | +3.3% |
| 10Y | +101.3% | +79.8% | +21.5% | +50.1% |
| All | +101.3% | +76.8% | +24.5% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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