+8,200.6%
USB vs CP
+7,925.2%
+275.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +0.4% |
| 7D | +2.4% | +5.6% | -3.2% | 0.0% |
| 30D | +6.6% | +10.0% | -3.5% | +2.3% |
| 3M | -4.1% | +4.4% | -8.5% | -6.0% |
| 6M | +12.5% | +14.1% | -1.6% | +6.0% |
| YTD | +17.6% | +29.1% | -11.4% | +4.7% |
| 1Y | +36.5% | +34.6% | +2.0% | +19.3% |
| 3Y | +95.4% | +29.8% | +65.6% | +71.9% |
| 5Y | +26.1% | +28.7% | -2.6% | +10.3% |
| 10Y | +101.3% | +267.3% | -166.1% | +14.9% |
| All | +8,200.6% | +7,925.2% | +275.4% | +1,640.4% |
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