+108.7%
USB vs CAPR
-75.6%
+184.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.3% |
| 7D | +1.4% | -2.0% | +3.4% | +1.5% |
| 30D | -1.3% | +139.2% | -140.5% | -2.9% |
| 3M | +15.2% | -66.4% | +81.6% | +15.9% |
| 6M | +18.8% | -63.1% | +82.0% | +19.3% |
| YTD | +21.0% | -67.4% | +88.4% | +21.6% |
| 1Y | +34.0% | +58.2% | -24.2% | +26.5% |
| 3Y | +95.3% | +42.2% | +53.1% | +80.1% |
| 5Y | +40.4% | +87.3% | -46.9% | +27.4% |
| All | +108.7% | -75.6% | +184.4% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling