+31.8%
USB vs CAI
-15.9%
+47.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.3% |
| 7D | 0.0% | -26.5% | +26.5% | +2.0% |
| 30D | +5.8% | -6.9% | +12.7% | +6.1% |
| 3M | -6.0% | +26.1% | -32.1% | -8.5% |
| 6M | +7.8% | +31.9% | -24.1% | +3.1% |
| YTD | +14.6% | -6.5% | +21.1% | +12.3% |
| 1Y | +31.8% | +2.5% | +29.3% | +26.4% |
| All | +31.8% | -15.9% | +47.6% | +26.4% |
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