+22.0%
USB vs CNC
-5.9%
+28.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.0% | +5.5% | +0.1% |
| 7D | 0.0% | +1.9% | -1.9% | -0.3% |
| 30D | +5.8% | +7.3% | -1.5% | +5.0% |
| 3M | -6.0% | +8.6% | -14.6% | -6.8% |
| 6M | +7.8% | +26.0% | -18.3% | +5.1% |
| YTD | +14.6% | +69.5% | -54.9% | +7.9% |
| 1Y | +31.8% | +88.0% | -56.2% | +22.6% |
| 3Y | +91.5% | -2.9% | +94.4% | +90.0% |
| All | +22.0% | -5.9% | +28.0% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling