+159.5%
USB vs CNH
+33.9%
+125.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +2.4% | +6.5% | -4.1% | -0.2% |
| 30D | +6.6% | -12.0% | +18.5% | +11.6% |
| 3M | -4.1% | +4.4% | -8.5% | -7.2% |
| 6M | +12.5% | +15.7% | -3.2% | +3.2% |
| YTD | +17.6% | +28.2% | -10.6% | +2.1% |
| 1Y | +36.5% | +14.8% | +21.7% | +23.7% |
| 3Y | +95.4% | +8.3% | +87.1% | +75.2% |
| 5Y | +26.1% | -15.2% | +41.3% | +22.3% |
| 10Y | +101.3% | +122.0% | -20.8% | +26.7% |
| All | +159.5% | +33.9% | +125.6% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling