+92.5%
USB vs CAH
+180.3%
-87.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.3% |
| 7D | -1.5% | +6.7% | -8.1% | -2.2% |
| 30D | +4.3% | +14.7% | -10.4% | +2.8% |
| 3M | -6.1% | +12.0% | -18.0% | -7.2% |
| 6M | +9.4% | +36.2% | -26.8% | +6.0% |
| YTD | +15.2% | +31.3% | -16.1% | +11.7% |
| 1Y | +32.8% | +37.1% | -4.3% | +28.1% |
| All | +92.5% | +180.3% | -87.8% | +81.9% |
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