+41.2%
USB vs CAH
+414.2%
-373.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.4% | +5.4% | -3.9% | +0.1% |
| 30D | -1.3% | +3.3% | -4.6% | -2.1% |
| 3M | +15.2% | +22.8% | -7.6% | +9.3% |
| 6M | +18.8% | +11.3% | +7.6% | +15.4% |
| YTD | +21.0% | +21.1% | -0.1% | +14.4% |
| 1Y | +34.0% | +67.2% | -33.2% | +14.4% |
| 3Y | +95.3% | +195.6% | -100.3% | +31.4% |
| All | +41.2% | +414.2% | -373.0% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling