+96.6%
USB vs CNP
+61.8%
+34.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +2.8% |
| 7D | +2.4% | -1.3% | +3.7% | +2.7% |
| 30D | +6.6% | +8.7% | -2.1% | +4.3% |
| 3M | -4.1% | -0.7% | -3.4% | -4.0% |
| 6M | +12.5% | -4.2% | +16.6% | +13.4% |
| YTD | +17.6% | +8.9% | +8.8% | +14.2% |
| 1Y | +36.5% | +8.3% | +28.2% | +32.6% |
| All | +96.6% | +61.8% | +34.9% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling