+129.5%
USCB vs SPY
+88.3%
+41.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | +5.5% | +0.1% | +5.5% | +5.5% |
| 3M | +27.0% | +2.0% | +25.0% | +25.6% |
| 6M | +23.1% | +13.0% | +10.1% | +15.5% |
| YTD | +29.9% | +13.5% | +16.3% | +21.6% |
| 1Y | +38.0% | +20.0% | +18.0% | +25.5% |
| 3Y | +123.1% | +77.2% | +45.9% | +77.1% |
| 5Y | +91.9% | +81.9% | +10.0% | +46.5% |
| All | +129.5% | +88.3% | +41.1% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling