+41.2%
USB vs CSGP
-64.7%
+105.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.3% |
| 7D | +1.4% | -4.1% | +5.5% | +2.4% |
| 30D | -1.3% | +2.3% | -3.6% | -2.2% |
| 3M | +15.2% | -8.2% | +23.4% | +16.8% |
| 6M | +18.8% | -35.1% | +53.9% | +31.1% |
| YTD | +21.0% | -54.0% | +75.0% | +45.4% |
| 1Y | +34.0% | -65.3% | +99.3% | +74.8% |
| 3Y | +95.3% | -62.6% | +157.9% | +144.3% |
| All | +41.2% | -64.7% | +105.9% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling