+32.6%
USB vs CPB
-21.8%
+54.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | +1.4% | +2.9% | -1.4% | +1.3% |
| 30D | +6.4% | +17.6% | -11.2% | +5.6% |
| 3M | -4.5% | +2.0% | -6.5% | -5.0% |
| 6M | +11.4% | +11.6% | -0.3% | +10.6% |
| YTD | +17.1% | -13.8% | +30.9% | +14.9% |
| 1Y | +32.6% | -21.6% | +54.1% | +31.7% |
| All | +32.6% | -21.8% | +54.4% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling