+26.1%
USB vs CLF
-43.2%
+69.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.2% | +11.1% | +3.4% |
| 7D | +2.4% | -7.9% | +10.3% | +3.7% |
| 30D | +6.6% | +5.2% | +1.3% | +5.0% |
| 3M | -4.1% | +4.3% | -8.4% | -5.8% |
| 6M | +12.5% | +25.3% | -12.8% | +5.5% |
| YTD | +17.6% | -3.3% | +20.9% | +14.3% |
| 1Y | +36.5% | +20.2% | +16.3% | +26.7% |
| 3Y | +95.4% | -25.0% | +120.4% | +86.8% |
| 5Y | +26.1% | -42.1% | +68.2% | +17.3% |
| All | +26.1% | -43.2% | +69.3% | +17.3% |
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