+644.8%
USB vs CSGP
+3,334.4%
-2,689.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.2% |
| 7D | +1.4% | -4.1% | +5.5% | +2.2% |
| 30D | -1.3% | +2.3% | -3.6% | -2.0% |
| 3M | +15.2% | -8.2% | +23.4% | +16.4% |
| 6M | +18.8% | -35.1% | +53.9% | +28.0% |
| YTD | +21.0% | -54.0% | +75.0% | +38.6% |
| 1Y | +34.0% | -65.3% | +99.3% | +62.0% |
| 3Y | +95.3% | -62.6% | +157.9% | +130.7% |
| 5Y | +40.4% | -64.8% | +105.2% | +64.8% |
| 10Y | +107.3% | +45.1% | +62.2% | +86.1% |
| All | +644.8% | +3,334.4% | -2,689.7% | +320.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling