+89.2%
USB vs CNC
+158.2%
-69.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.9% |
| 7D | +0.8% | +3.0% | -2.3% | 0.0% |
| 30D | +6.8% | +4.9% | +1.9% | +5.5% |
| 3M | -3.8% | +4.2% | -8.0% | -4.9% |
| 6M | +11.7% | +22.5% | -10.7% | +6.3% |
| YTD | +17.5% | +66.6% | -49.1% | +3.2% |
| 1Y | +33.8% | +82.5% | -48.7% | +14.8% |
| 3Y | +104.2% | -4.1% | +108.3% | +93.4% |
| 5Y | +26.4% | -8.3% | +34.7% | +18.9% |
| 10Y | +89.2% | +153.6% | -64.4% | +48.1% |
| All | +89.2% | +158.2% | -69.0% | +48.1% |
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