+31.8%
USB vs CAPR
+43.1%
-11.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -0.5% |
| 7D | 0.0% | +41.1% | -41.1% | -0.2% |
| 30D | +5.8% | +11.1% | -5.3% | +5.7% |
| 3M | -6.0% | +115.3% | -121.3% | -6.6% |
| 6M | +7.8% | -73.8% | +81.6% | +8.2% |
| YTD | +14.6% | -68.8% | +83.4% | +14.8% |
| 1Y | +31.8% | +43.3% | -11.5% | +29.2% |
| All | +31.8% | +43.1% | -11.3% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling