+265.0%
C vs USB
+95.2%
+169.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.1% |
| 7D | +3.6% | +1.4% | +2.2% | +2.6% |
| 30D | +0.1% | -1.3% | +1.4% | +1.1% |
| 3M | +2.4% | +15.2% | -12.8% | -7.6% |
| 6M | +24.9% | +18.8% | +6.1% | +10.1% |
| YTD | +19.8% | +21.0% | -1.2% | +4.7% |
| 1Y | +44.9% | +34.0% | +10.8% | +17.8% |
| All | +265.0% | +95.2% | +169.8% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 3y: compounded portfolio wealth divided by compounded USB 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…
3y analysis · Full analysis span regression · 6 months rolling