+91.7%
USB vs CLF
+104.8%
-13.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | 0.0% | -19.6% | +19.6% | +4.1% |
| 30D | +5.8% | -5.0% | +10.8% | +5.9% |
| 3M | -6.0% | -6.3% | +0.3% | -6.1% |
| 6M | +7.8% | +2.8% | +5.0% | +4.0% |
| YTD | +14.6% | -13.7% | +28.3% | +12.9% |
| 1Y | +31.8% | +13.6% | +18.2% | +22.0% |
| 3Y | +91.5% | -34.0% | +125.5% | +85.3% |
| 5Y | +22.0% | -48.7% | +70.8% | +18.7% |
| All | +91.7% | +104.8% | -13.0% | +19.2% |
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