+26.1%
USB vs CPB
-32.4%
+58.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | +1.0% |
| 7D | +2.4% | +13.0% | -10.6% | +0.6% |
| 30D | +6.6% | +20.5% | -14.0% | +3.7% |
| 3M | -4.1% | +2.2% | -6.3% | -4.7% |
| 6M | +12.5% | +15.4% | -2.9% | +9.5% |
| YTD | +17.6% | -12.3% | +30.0% | +19.1% |
| 1Y | +36.5% | -18.0% | +54.5% | +39.8% |
| 3Y | +95.4% | -35.7% | +131.0% | +107.3% |
| 5Y | +26.1% | -31.4% | +57.6% | +26.0% |
| All | +26.1% | -32.4% | +58.5% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling