+22.7%
USB vs CLF
-49.8%
+72.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.2% | +10.1% | -0.1% |
| 7D | -1.5% | -21.0% | +19.5% | +2.2% |
| 30D | +4.3% | -8.0% | +12.3% | +4.9% |
| 3M | -6.1% | -10.9% | +4.8% | -5.4% |
| 6M | +9.4% | +5.8% | +3.6% | +5.5% |
| YTD | +15.2% | -15.1% | +30.3% | +14.2% |
| 1Y | +32.8% | +7.2% | +25.5% | +25.3% |
| 3Y | +91.3% | -34.2% | +125.5% | +86.7% |
| 5Y | +22.7% | -49.6% | +72.3% | +16.9% |
| All | +22.7% | -49.8% | +72.4% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling