+8,200.6%
USB vs CPB
+363.2%
+7,837.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | +0.5% |
| 7D | +2.4% | +13.0% | -10.6% | -0.6% |
| 30D | +6.6% | +20.5% | -14.0% | +1.7% |
| 3M | -4.1% | +2.2% | -6.3% | -5.1% |
| 6M | +12.5% | +15.4% | -2.9% | +7.7% |
| YTD | +17.6% | -12.3% | +30.0% | +19.8% |
| 1Y | +36.5% | -18.0% | +54.5% | +41.2% |
| 3Y | +95.4% | -35.7% | +131.0% | +111.9% |
| 5Y | +26.1% | -31.4% | +57.6% | +33.0% |
| 10Y | +101.3% | -37.6% | +138.9% | +107.8% |
| All | +8,200.6% | +363.2% | +7,837.5% | +5,062.3% |
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