+4,181.6%
USB vs CB
+7,216.6%
-3,035.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +0.9% |
| 7D | +2.4% | +5.3% | -2.9% | 0.0% |
| 30D | +6.6% | +13.2% | -6.7% | +0.5% |
| 3M | -4.1% | +7.8% | -11.8% | -7.5% |
| 6M | +12.5% | +15.8% | -3.3% | +4.4% |
| YTD | +17.6% | +21.0% | -3.3% | +6.7% |
| 1Y | +36.5% | +32.2% | +4.3% | +18.6% |
| 3Y | +95.4% | +76.7% | +18.7% | +45.9% |
| 5Y | +26.1% | +110.4% | -84.2% | -13.0% |
| 10Y | +101.3% | +261.0% | -159.7% | +9.7% |
| All | +4,181.6% | +7,216.6% | -3,035.0% | +964.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling