+32.6%
USB vs CNC
+97.6%
-65.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.5% |
| 7D | +1.4% | +4.0% | -2.6% | +1.1% |
| 30D | +6.4% | +7.4% | -1.0% | +5.9% |
| 3M | -4.5% | +5.4% | -9.9% | -4.9% |
| 6M | +11.4% | +25.4% | -14.1% | +10.1% |
| YTD | +17.1% | +70.6% | -53.5% | +12.5% |
| 1Y | +32.6% | +104.9% | -72.3% | +25.5% |
| All | +32.6% | +97.6% | -65.0% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling