+46.5%
USB vs CAI
-3.6%
+50.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -21.6% | +19.5% | -0.8% |
| 7D | -1.5% | -28.0% | +26.5% | +0.3% |
| 30D | +4.3% | -5.2% | +9.5% | +4.4% |
| 3M | -6.1% | +58.2% | -64.3% | -9.9% |
| 6M | +9.4% | +37.4% | -28.0% | +5.4% |
| YTD | +15.2% | -3.5% | +18.7% | +12.4% |
| 1Y | +32.8% | -10.9% | +43.6% | +29.7% |
| All | +46.5% | -3.6% | +50.1% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling