+79.8%
USB vs CNC
+173.4%
-93.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.2% | -5.3% | +6.5% | +2.3% |
| 30D | +6.3% | +2.0% | +4.2% | +5.6% |
| 3M | -6.1% | +4.8% | -10.9% | -7.4% |
| 6M | +13.0% | +18.5% | -5.5% | +8.2% |
| YTD | +16.6% | +70.8% | -54.2% | +1.8% |
| 1Y | +31.1% | +94.1% | -63.0% | +11.1% |
| 3Y | +100.9% | -2.2% | +103.1% | +89.6% |
| 5Y | +24.5% | -7.4% | +31.9% | +17.0% |
| All | +79.8% | +173.4% | -93.6% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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