+94.4%
USCB vs SPY
+84.5%
+9.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | 0.0% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -9.8% | -3.3% | -6.4% | -8.3% |
| 3M | -10.5% | -2.4% | -8.1% | -9.5% |
| 6M | +7.0% | +2.6% | +4.4% | +5.4% |
| YTD | +10.0% | +11.2% | -1.2% | +4.0% |
| 1Y | +14.2% | +13.4% | +0.8% | +6.8% |
| 3Y | +92.9% | +79.9% | +13.0% | +53.4% |
| 5Y | +57.5% | +72.2% | -14.6% | +23.4% |
| All | +94.4% | +84.5% | +9.9% | +58.7% |
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