+108.7%
USB vs CNP
+137.5%
-28.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +1.4% | +1.1% | +0.3% | +0.9% |
| 30D | -1.3% | -1.8% | +0.5% | -0.5% |
| 3M | +15.2% | -4.6% | +19.9% | +17.6% |
| 6M | +18.8% | -8.8% | +27.7% | +23.7% |
| YTD | +21.0% | +5.2% | +15.8% | +17.1% |
| 1Y | +34.0% | +8.3% | +25.7% | +27.5% |
| 3Y | +95.3% | +54.9% | +40.4% | +52.3% |
| 5Y | +40.4% | +73.5% | -33.1% | +1.5% |
| All | +108.7% | +137.5% | -28.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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