+26.1%
USB vs CL
+44.7%
-18.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.1% |
| 7D | +2.4% | +7.7% | -5.3% | +0.6% |
| 30D | +6.6% | +15.2% | -8.7% | +3.0% |
| 3M | -4.1% | +7.3% | -11.4% | -5.8% |
| 6M | +12.5% | +17.0% | -4.5% | +8.1% |
| YTD | +17.6% | +28.0% | -10.3% | +9.9% |
| 1Y | +36.5% | +32.1% | +4.4% | +26.4% |
| 3Y | +95.4% | +41.5% | +53.9% | +70.9% |
| 5Y | +26.1% | +43.9% | -17.8% | +3.3% |
| All | +26.1% | +44.7% | -18.5% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling