+92.5%
USB vs CPB
-35.1%
+127.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -1.5% | +11.6% | -13.0% | -2.7% |
| 30D | +4.3% | +23.3% | -19.0% | +1.8% |
| 3M | -6.1% | +1.6% | -7.7% | -6.5% |
| 6M | +9.4% | +13.9% | -4.5% | +7.2% |
| YTD | +15.2% | -11.7% | +26.9% | +16.1% |
| 1Y | +32.8% | -18.2% | +51.0% | +35.4% |
| All | +92.5% | -35.1% | +127.6% | +106.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling