+660.7%
USB vs CNC
+5,537.6%
-4,876.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | 0.0% |
| 7D | +1.4% | +3.5% | -2.1% | +0.8% |
| 30D | -1.3% | +0.1% | -1.4% | -1.4% |
| 3M | +15.2% | +6.9% | +8.3% | +13.4% |
| 6M | +18.8% | +49.0% | -30.2% | +8.5% |
| YTD | +21.0% | +62.9% | -41.9% | +8.0% |
| 1Y | +34.0% | +134.0% | -100.0% | +10.2% |
| 3Y | +95.3% | +9.4% | +85.9% | +78.2% |
| 5Y | +40.4% | +4.1% | +36.2% | +28.1% |
| 10Y | +107.3% | +95.4% | +11.9% | +61.0% |
| All | +660.7% | +5,537.6% | -4,876.9% | +208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling