+126.0%
USCB vs SPY
+87.3%
+38.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.2% |
| 7D | +3.9% | +0.5% | +3.4% | +3.6% |
| 30D | +4.1% | -0.9% | +5.1% | +4.6% |
| 3M | +24.8% | +3.9% | +21.0% | +22.4% |
| 6M | +26.9% | +14.5% | +12.4% | +18.3% |
| YTD | +27.9% | +12.9% | +15.0% | +20.1% |
| 1Y | +37.4% | +19.4% | +18.0% | +25.3% |
| 3Y | +127.1% | +78.5% | +48.6% | +80.2% |
| 5Y | +91.2% | +81.8% | +9.5% | +47.6% |
| All | +126.0% | +87.3% | +38.7% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling