+32.8%
USB vs CNP
+5.5%
+27.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.9% |
| 7D | -1.5% | -5.3% | +3.8% | -1.1% |
| 30D | +4.3% | +3.7% | +0.6% | +4.1% |
| 3M | -6.1% | -1.1% | -5.0% | -6.1% |
| 6M | +9.4% | -7.1% | +16.5% | +9.2% |
| YTD | +15.2% | +6.0% | +9.1% | +19.6% |
| 1Y | +32.8% | +5.2% | +27.6% | +37.4% |
| All | +32.8% | +5.5% | +27.2% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling