+32.8%
USB vs CP
+34.3%
-1.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -1.5% | +6.1% | -7.6% | -3.4% |
| 30D | +4.3% | +9.8% | -5.5% | +1.1% |
| 3M | -6.1% | +2.7% | -8.8% | -7.1% |
| 6M | +9.4% | +12.8% | -3.4% | +4.5% |
| YTD | +15.2% | +28.2% | -13.0% | +4.4% |
| 1Y | +32.8% | +34.1% | -1.4% | +17.1% |
| All | +32.8% | +34.3% | -1.5% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling