+224.5%
USB vs CAPR
-99.1%
+323.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 3M | +15.2% | -66.4% | +81.6% | +15.6% |
| 6M | +18.8% | -63.1% | +82.0% | +19.0% |
| YTD | +21.0% | -67.4% | +88.4% | +21.3% |
| 1Y | +34.0% | +58.2% | -24.2% | +30.6% |
| 3Y | +95.3% | +42.2% | +53.1% | +89.1% |
| 5Y | +40.4% | +87.3% | -46.9% | +35.4% |
| 10Y | +107.3% | -75.3% | +182.6% | +97.5% |
| All | +224.5% | -99.1% | +323.5% | +226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling