+108.7%
USB vs CL
+50.5%
+58.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | +1.4% | -2.2% | +3.6% | +2.3% |
| 30D | -1.3% | -4.8% | +3.5% | +0.5% |
| 3M | +15.2% | +4.9% | +10.3% | +12.9% |
| 6M | +18.8% | -5.7% | +24.5% | +21.0% |
| YTD | +21.0% | +14.4% | +6.6% | +13.7% |
| 1Y | +34.0% | +8.7% | +25.3% | +28.2% |
| 3Y | +95.3% | +30.0% | +65.3% | +68.2% |
| 5Y | +40.4% | +28.4% | +12.0% | +20.2% |
| All | +108.7% | +50.5% | +58.3% | +66.0% |
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