+92.7%
USB vs CP
+259.9%
-167.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | -1.5% | +6.1% | -7.6% | -4.8% |
| 30D | +4.3% | +9.8% | -5.5% | -1.2% |
| 3M | -6.1% | +2.7% | -8.8% | -7.8% |
| 6M | +9.4% | +12.8% | -3.4% | +1.4% |
| YTD | +15.2% | +28.2% | -13.0% | -1.7% |
| 1Y | +32.8% | +34.1% | -1.4% | +10.2% |
| 3Y | +91.3% | +28.9% | +62.4% | +59.2% |
| 5Y | +22.7% | +27.1% | -4.4% | +0.6% |
| All | +92.7% | +259.9% | -167.2% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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