+92.7%
USB vs CL
+77.9%
+14.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -1.5% | +5.9% | -7.4% | -3.6% |
| 30D | +4.3% | +13.8% | -9.5% | -0.7% |
| 3M | -6.1% | +6.4% | -12.5% | -8.4% |
| 6M | +9.4% | +15.6% | -6.2% | +3.2% |
| YTD | +15.2% | +27.9% | -12.7% | +3.7% |
| 1Y | +32.8% | +31.4% | +1.4% | +18.0% |
| 3Y | +91.3% | +41.4% | +49.9% | +60.1% |
| 5Y | +22.7% | +42.8% | -20.1% | +0.9% |
| All | +92.7% | +77.9% | +14.8% | +42.5% |
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