+108.7%
USB vs CB
+218.6%
-109.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.7% | +1.1% |
| 7D | +1.4% | +0.5% | +0.9% | +1.1% |
| 30D | -1.3% | -3.1% | +1.8% | +0.8% |
| 3M | +15.2% | +9.0% | +6.3% | +7.5% |
| 6M | +18.8% | +2.9% | +16.0% | +15.3% |
| YTD | +21.0% | +10.1% | +10.9% | +11.3% |
| 1Y | +34.0% | +22.8% | +11.2% | +13.3% |
| 3Y | +95.3% | +73.8% | +21.5% | +22.5% |
| 5Y | +40.4% | +99.2% | -58.8% | -21.7% |
| All | +108.7% | +218.6% | -109.9% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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