+624.0%
USB vs CNC
+6,137.1%
-5,513.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.6% |
| 7D | -1.5% | +8.1% | -9.6% | -3.1% |
| 30D | +4.3% | +14.8% | -10.5% | +1.3% |
| 3M | -6.1% | +10.7% | -16.8% | -8.2% |
| 6M | +9.4% | +40.0% | -30.6% | +1.7% |
| YTD | +15.2% | +80.2% | -65.1% | +0.6% |
| 1Y | +32.8% | +101.3% | -68.6% | +13.1% |
| 3Y | +91.3% | +7.0% | +84.3% | +75.7% |
| 5Y | +22.7% | 0.0% | +22.7% | +13.1% |
| 10Y | +97.0% | +140.8% | -43.7% | +46.8% |
| All | +624.0% | +6,137.1% | -5,513.2% | +187.0% |
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 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