+101.3%
USB vs CP
+265.2%
-163.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | -0.1% |
| 7D | +2.4% | +5.6% | -3.2% | -0.8% |
| 30D | +6.6% | +10.0% | -3.5% | +0.8% |
| 3M | -4.1% | +4.4% | -8.5% | -6.7% |
| 6M | +12.5% | +14.1% | -1.6% | +3.5% |
| YTD | +17.6% | +29.1% | -11.4% | -0.1% |
| 1Y | +36.5% | +34.6% | +2.0% | +13.1% |
| 3Y | +95.4% | +29.8% | +65.6% | +61.9% |
| 5Y | +26.1% | +28.7% | -2.6% | +2.7% |
| 10Y | +101.3% | +267.3% | -166.1% | -3.6% |
| All | +101.3% | +265.2% | -163.9% | -3.6% |
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