+108.7%
USB vs CNC
+98.6%
+10.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | 0.0% |
| 7D | +1.4% | +3.5% | -2.1% | +0.8% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | +15.2% | +6.9% | +8.3% | +13.4% |
| 6M | +18.8% | +49.0% | -30.2% | +8.4% |
| YTD | +21.0% | +62.9% | -41.9% | +7.9% |
| 1Y | +34.0% | +134.0% | -100.0% | +9.4% |
| 3Y | +95.3% | +9.4% | +85.9% | +77.8% |
| 5Y | +40.4% | +4.1% | +36.2% | +27.2% |
| All | +108.7% | +98.6% | +10.2% | +75.0% |
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