+8,026.5%
USB vs CPB
+366.5%
+7,660.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -1.5% | +11.6% | -13.0% | -4.1% |
| 30D | +4.3% | +23.3% | -19.0% | -1.0% |
| 3M | -6.1% | +1.6% | -7.7% | -6.9% |
| 6M | +9.4% | +13.9% | -4.5% | +5.1% |
| YTD | +15.2% | -11.7% | +26.9% | +17.1% |
| 1Y | +32.8% | -18.2% | +51.0% | +37.4% |
| 3Y | +91.3% | -35.2% | +126.5% | +107.1% |
| 5Y | +22.7% | -30.5% | +53.2% | +29.0% |
| 10Y | +97.0% | -37.1% | +134.2% | +103.1% |
| All | +8,026.5% | +366.5% | +7,660.0% | +4,944.8% |
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