+8,026.5%
USB vs CAH
+16,343.6%
-8,317.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.8% |
| 7D | -1.5% | +6.7% | -8.1% | -3.3% |
| 30D | +4.3% | +14.7% | -10.4% | +0.1% |
| 3M | -6.1% | +12.0% | -18.0% | -9.3% |
| 6M | +9.4% | +36.2% | -26.8% | -0.4% |
| YTD | +15.2% | +31.3% | -16.1% | +5.3% |
| 1Y | +32.8% | +37.1% | -4.3% | +19.8% |
| 3Y | +91.3% | +178.3% | -87.0% | +37.1% |
| 5Y | +22.7% | +497.1% | -474.4% | -30.7% |
| 10Y | +97.0% | +439.8% | -342.8% | +10.5% |
| All | +8,026.5% | +16,343.6% | -8,317.1% | +2,648.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling