+8,438.8%
USB vs CP
+7,669.4%
+769.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.4% | -2.7% | +4.1% | +2.6% |
| 30D | -1.3% | +0.2% | -1.5% | -1.5% |
| 3M | +15.2% | +2.6% | +12.7% | +13.7% |
| 6M | +18.8% | +6.0% | +12.9% | +15.4% |
| YTD | +21.0% | +24.9% | -3.9% | +9.3% |
| 1Y | +34.0% | +20.1% | +13.9% | +22.9% |
| 3Y | +95.3% | +16.4% | +78.9% | +80.1% |
| 5Y | +40.4% | +31.7% | +8.6% | +21.5% |
| 10Y | +107.3% | +223.9% | -116.5% | +24.3% |
| All | +8,438.8% | +7,669.4% | +769.4% | +1,716.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling