+22.7%
USB vs CNH
-17.9%
+40.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -0.7% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | +4.3% | -15.2% | +19.5% | +10.1% |
| 3M | -6.1% | +4.3% | -10.3% | -8.8% |
| 6M | +9.4% | +10.1% | -0.7% | +2.9% |
| YTD | +15.2% | +23.2% | -8.0% | +2.1% |
| 1Y | +32.8% | +8.5% | +24.3% | +23.6% |
| 3Y | +91.3% | +4.1% | +87.2% | +74.7% |
| 5Y | +22.7% | -17.8% | +40.5% | +19.2% |
| All | +22.7% | -17.9% | +40.6% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling