+91.5%
USB vs CAH
+185.1%
-93.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | 0.0% | +8.5% | -8.5% | -0.9% |
| 30D | +5.8% | +17.0% | -11.2% | +4.1% |
| 3M | -6.0% | +14.6% | -20.6% | -7.3% |
| 6M | +7.8% | +42.5% | -34.8% | +4.0% |
| YTD | +14.6% | +33.5% | -18.9% | +11.0% |
| 1Y | +31.8% | +38.5% | -6.8% | +27.1% |
| 3Y | +91.5% | +179.0% | -87.5% | +80.7% |
| All | +91.5% | +185.1% | -93.5% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling