+215.4%
USB vs CAPR
-99.1%
+314.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.3% | -6.3% | +1.8% |
| 7D | +2.4% | +43.2% | -40.8% | +2.1% |
| 30D | +6.6% | +14.7% | -8.1% | +6.4% |
| 3M | -4.1% | +113.9% | -118.0% | -4.8% |
| 6M | +12.5% | -73.4% | +85.8% | +12.9% |
| YTD | +17.6% | -69.1% | +86.7% | +17.9% |
| 1Y | +36.5% | +47.2% | -10.7% | +33.1% |
| 3Y | +95.4% | +210.8% | -115.4% | +88.5% |
| 5Y | +26.1% | +134.1% | -108.0% | +21.5% |
| 10Y | +101.3% | -67.3% | +168.6% | +92.0% |
| All | +215.4% | -99.1% | +314.5% | +217.3% |
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