+101.3%
USB vs CSGP
+78.5%
+22.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +0.8% |
| 7D | +2.4% | +18.3% | -15.9% | -2.5% |
| 30D | +6.6% | +17.8% | -11.2% | +0.8% |
| 3M | -4.1% | +9.3% | -13.3% | -7.8% |
| 6M | +12.5% | -7.9% | +20.4% | +12.9% |
| YTD | +17.6% | -51.5% | +69.2% | +42.4% |
| 1Y | +36.5% | -53.3% | +89.8% | +67.0% |
| 3Y | +95.4% | -57.9% | +153.3% | +142.7% |
| 5Y | +26.1% | -61.3% | +87.4% | +57.2% |
| 10Y | +101.3% | +77.5% | +23.7% | +77.2% |
| All | +101.3% | +78.5% | +22.8% | +77.2% |
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