+98.3%
USB vs CNP
+55.2%
+43.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +1.4% | +1.1% | +0.3% | +1.1% |
| 30D | -1.3% | -1.8% | +0.5% | -0.8% |
| 3M | +15.2% | -4.6% | +19.9% | +16.6% |
| 6M | +18.8% | -8.8% | +27.7% | +21.7% |
| YTD | +21.0% | +5.2% | +15.8% | +18.4% |
| 1Y | +34.0% | +8.3% | +25.7% | +29.5% |
| All | +98.3% | +55.2% | +43.1% | +58.2% |
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 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