+104.2%
USB vs CNC
-2.7%
+106.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.6% |
| 7D | +0.8% | +3.0% | -2.3% | +0.6% |
| 30D | +6.8% | +4.9% | +1.9% | +6.6% |
| 3M | -3.8% | +4.2% | -8.0% | -4.0% |
| 6M | +11.7% | +22.5% | -10.7% | +11.0% |
| YTD | +17.5% | +66.6% | -49.1% | +15.5% |
| 1Y | +33.8% | +82.5% | -48.7% | +31.1% |
| 3Y | +104.2% | -4.1% | +108.3% | +105.0% |
| All | +104.2% | -2.7% | +106.9% | +105.0% |
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 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