+92.7%
USB vs CB
+254.3%
-161.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.6% |
| 7D | -1.5% | +2.6% | -4.0% | -3.2% |
| 30D | +4.3% | +11.2% | -6.9% | -3.2% |
| 3M | -6.1% | +5.7% | -11.8% | -9.9% |
| 6M | +9.4% | +15.9% | -6.5% | -2.5% |
| YTD | +15.2% | +20.2% | -5.0% | -0.5% |
| 1Y | +32.8% | +32.4% | +0.4% | +6.6% |
| 3Y | +91.3% | +75.5% | +15.8% | +19.8% |
| 5Y | +22.7% | +105.5% | -82.8% | -32.9% |
| All | +92.7% | +254.3% | -161.6% | -30.0% |
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