+24.4%
USB vs CNC
-6.0%
+30.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -0.5% | -7.3% | +6.7% | +0.2% |
| 30D | +5.7% | +5.2% | +0.5% | +5.1% |
| 3M | -4.7% | +8.6% | -13.3% | -5.6% |
| 6M | +13.4% | +25.1% | -11.7% | +10.7% |
| YTD | +17.0% | +71.3% | -54.3% | +10.1% |
| 1Y | +32.4% | +99.3% | -67.0% | +22.4% |
| 3Y | +101.7% | -1.9% | +103.6% | +99.9% |
| 5Y | +24.4% | -6.4% | +30.8% | +19.1% |
| All | +24.4% | -6.0% | +30.4% | +19.1% |
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