+8,438.8%
USB vs CPB
+325.7%
+8,113.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.6% |
| 7D | +1.4% | -8.6% | +10.0% | +3.6% |
| 30D | -1.3% | -7.2% | +5.9% | +0.3% |
| 3M | +15.2% | +0.9% | +14.4% | +14.4% |
| 6M | +18.8% | -11.8% | +30.6% | +21.6% |
| YTD | +21.0% | -19.4% | +40.4% | +26.2% |
| 1Y | +34.0% | -30.4% | +64.4% | +44.5% |
| 3Y | +95.3% | -40.2% | +135.5% | +116.0% |
| 5Y | +40.4% | -39.5% | +79.9% | +53.2% |
| 10Y | +107.3% | -47.4% | +154.7% | +124.6% |
| All | +8,438.8% | +325.7% | +8,113.1% | +5,336.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling