+91.7%
USB vs CPB
-38.3%
+130.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | 0.0% | +8.0% | -8.0% | -1.1% |
| 30D | +5.8% | +22.4% | -16.5% | +2.9% |
| 3M | -6.0% | +2.5% | -8.5% | -6.6% |
| 6M | +7.8% | +12.2% | -4.5% | +5.5% |
| YTD | +14.6% | -12.8% | +27.4% | +16.0% |
| 1Y | +31.8% | -19.2% | +50.9% | +34.8% |
| 3Y | +91.5% | -35.6% | +127.1% | +101.5% |
| 5Y | +22.0% | -31.4% | +53.5% | +26.8% |
| All | +91.7% | -38.3% | +130.1% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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