+108.7%
USB vs CLF
+128.0%
-19.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -0.6% |
| 7D | +1.4% | +7.6% | -6.1% | -0.1% |
| 30D | -1.3% | -1.2% | -0.1% | -1.2% |
| 3M | +15.2% | -13.4% | +28.6% | +17.2% |
| 6M | +18.8% | +15.4% | +3.4% | +12.9% |
| YTD | +21.0% | -5.9% | +26.9% | +18.8% |
| 1Y | +34.0% | +18.8% | +15.2% | +22.3% |
| 3Y | +95.3% | -19.4% | +114.7% | +83.3% |
| 5Y | +40.4% | -47.7% | +88.1% | +37.3% |
| All | +108.7% | +128.0% | -19.3% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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