+108.7%
USB vs CSGP
+45.2%
+63.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.5% |
| 7D | +1.4% | -4.1% | +5.5% | +2.6% |
| 30D | -1.3% | +2.3% | -3.6% | -2.4% |
| 3M | +15.2% | -8.2% | +23.4% | +17.0% |
| 6M | +18.8% | -35.1% | +53.9% | +33.4% |
| YTD | +21.0% | -54.0% | +75.0% | +49.8% |
| 1Y | +34.0% | -65.3% | +99.3% | +81.6% |
| 3Y | +95.3% | -62.6% | +157.9% | +153.1% |
| 5Y | +40.4% | -64.8% | +105.2% | +80.9% |
| All | +108.7% | +45.2% | +63.5% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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