+92.5%
USB vs CNC
+6.7%
+85.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -2.0% |
| 7D | -1.5% | +8.1% | -9.6% | -1.8% |
| 30D | +4.3% | +14.8% | -10.5% | +3.7% |
| 3M | -6.1% | +10.7% | -16.8% | -6.5% |
| 6M | +9.4% | +40.0% | -30.6% | +8.2% |
| YTD | +15.2% | +80.2% | -65.1% | +12.9% |
| 1Y | +32.8% | +101.3% | -68.6% | +29.7% |
| All | +92.5% | +6.7% | +85.8% | +92.5% |
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 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