+22.7%
USB vs CAPR
+126.3%
-103.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -2.0% |
| 7D | -1.5% | +29.7% | -31.2% | -1.9% |
| 30D | +4.3% | +11.0% | -6.7% | +4.1% |
| 3M | -6.1% | +118.8% | -124.9% | -7.5% |
| 6M | +9.4% | -73.9% | +83.3% | +10.3% |
| YTD | +15.2% | -70.2% | +85.4% | +15.7% |
| 1Y | +32.8% | +38.3% | -5.5% | +26.0% |
| 3Y | +91.3% | +199.7% | -108.4% | +63.3% |
| 5Y | +22.7% | +130.6% | -107.9% | -2.0% |
| All | +22.7% | +126.3% | -103.7% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling