+8,438.8%
USB vs CAH
+15,076.3%
-6,637.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | +15.2% | +22.8% | -7.6% | +8.3% |
| 6M | +18.8% | +11.3% | +7.6% | +14.7% |
| YTD | +21.0% | +21.1% | -0.1% | +13.5% |
| 1Y | +34.0% | +67.2% | -33.2% | +13.5% |
| 3Y | +95.3% | +195.6% | -100.3% | +37.4% |
| 5Y | +40.4% | +413.8% | -373.5% | -17.0% |
| 10Y | +107.3% | +309.6% | -202.3% | +25.2% |
| All | +8,438.8% | +15,076.3% | -6,637.5% | +2,860.6% |
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