+92.7%
USB vs CLF
+101.4%
-8.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.2% | +10.1% | +0.3% |
| 7D | -1.5% | -21.0% | +19.5% | +3.0% |
| 30D | +4.3% | -8.0% | +12.3% | +5.0% |
| 3M | -6.1% | -10.9% | +4.8% | -5.3% |
| 6M | +9.4% | +5.8% | +3.6% | +4.9% |
| YTD | +15.2% | -15.1% | +30.3% | +13.9% |
| 1Y | +32.8% | +7.2% | +25.5% | +24.4% |
| 3Y | +91.3% | -34.2% | +125.5% | +85.1% |
| 5Y | +22.7% | -49.6% | +72.3% | +19.7% |
| All | +92.7% | +101.4% | -8.7% | +20.2% |
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