+98.3%
USB vs CNC
+9.2%
+89.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.2% |
| 7D | +1.4% | +3.5% | -2.1% | +1.3% |
| 30D | -1.3% | +0.1% | -1.4% | -1.3% |
| 3M | +15.2% | +6.9% | +8.3% | +15.0% |
| 6M | +18.8% | +49.0% | -30.2% | +17.5% |
| YTD | +21.0% | +62.9% | -41.9% | +19.4% |
| 1Y | +34.0% | +134.0% | -100.0% | +31.3% |
| All | +98.3% | +9.2% | +89.1% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling