+8,438.8%
USB vs CLF
+714.0%
+7,724.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -0.6% |
| 7D | +1.4% | +7.6% | -6.1% | +0.2% |
| 30D | -1.3% | -1.2% | -0.1% | -1.2% |
| 3M | +15.2% | -13.4% | +28.6% | +16.9% |
| 6M | +18.8% | +15.4% | +3.4% | +14.0% |
| YTD | +21.0% | -5.9% | +26.9% | +19.2% |
| 1Y | +34.0% | +18.8% | +15.2% | +24.8% |
| 3Y | +95.3% | -19.4% | +114.7% | +86.1% |
| 5Y | +40.4% | -47.7% | +88.1% | +38.5% |
| 10Y | +107.3% | +130.4% | -23.1% | +42.4% |
| All | +8,438.8% | +714.0% | +7,724.8% | +3,478.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling