+83.6%
USB vs CNH
+113.9%
-30.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.9% |
| 7D | -0.5% | +6.7% | -7.2% | -3.5% |
| 30D | +5.7% | +7.2% | -1.5% | +2.0% |
| 3M | -4.7% | +17.5% | -22.2% | -12.9% |
| 6M | +13.4% | +15.0% | -1.6% | +3.3% |
| YTD | +17.0% | +36.8% | -19.8% | -3.1% |
| 1Y | +32.4% | +27.6% | +4.7% | +13.0% |
| 3Y | +101.7% | +34.3% | +67.3% | +60.8% |
| 5Y | +24.4% | -12.2% | +36.6% | +17.8% |
| 10Y | +83.6% | +113.9% | -30.3% | +12.7% |
| All | +83.6% | +113.9% | -30.3% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling