+32.4%
USB vs CAI
-0.4%
+32.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.5% | -26.3% | +25.7% | +1.4% |
| 30D | +5.7% | -17.5% | +23.2% | +6.9% |
| 3M | -4.7% | +5.8% | -10.5% | -5.7% |
| 6M | +13.4% | +53.6% | -40.2% | +7.1% |
| YTD | +17.0% | -9.2% | +26.2% | +14.9% |
| 1Y | +32.4% | -2.7% | +35.0% | +28.5% |
| All | +32.4% | -0.4% | +32.7% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling