+41.2%
USB vs CB
+99.7%
-58.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.7% | +0.8% |
| 7D | +1.4% | +0.5% | +0.9% | +1.2% |
| 30D | -1.3% | -3.1% | +1.8% | +0.3% |
| 3M | +15.2% | +9.0% | +6.3% | +9.0% |
| 6M | +18.8% | +2.9% | +16.0% | +16.1% |
| YTD | +21.0% | +10.1% | +10.9% | +13.3% |
| 1Y | +34.0% | +22.8% | +11.2% | +17.1% |
| 3Y | +95.3% | +73.8% | +21.5% | +29.0% |
| All | +41.2% | +99.7% | -58.5% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling