+96.6%
USB vs CP
+29.6%
+67.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +0.3% |
| 7D | +2.4% | +5.6% | -3.2% | -0.1% |
| 30D | +6.6% | +10.0% | -3.5% | +2.0% |
| 3M | -4.1% | +4.4% | -8.5% | -6.2% |
| 6M | +12.5% | +14.1% | -1.6% | +5.2% |
| YTD | +17.6% | +29.1% | -11.4% | +2.9% |
| 1Y | +36.5% | +34.6% | +2.0% | +16.8% |
| All | +96.6% | +29.6% | +67.0% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling