+32.4%
USB vs CAH
+36.6%
-4.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.5% | +5.9% | -6.5% | -1.1% |
| 30D | +5.7% | +16.5% | -10.8% | +4.2% |
| 3M | -4.7% | +15.7% | -20.4% | -6.0% |
| 6M | +13.4% | +52.7% | -39.3% | +10.7% |
| YTD | +17.0% | +36.3% | -19.3% | +15.5% |
| 1Y | +32.4% | +36.7% | -4.4% | +30.5% |
| All | +32.4% | +36.6% | -4.3% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling