+205.1%
CRM vs USB
+83.8%
+121.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.2% |
| 7D | +2.0% | +2.6% | -0.6% | +1.1% |
| 30D | -7.7% | +8.4% | -16.1% | -10.2% |
| 3M | +8.4% | -5.5% | +13.9% | +10.2% |
| 6M | +31.9% | +17.7% | +14.2% | +24.2% |
| YTD | -17.2% | +17.6% | -34.8% | -22.4% |
| 1Y | -8.6% | +33.9% | -42.5% | -18.2% |
| 3Y | +3.1% | +103.8% | -100.7% | -21.1% |
| 5Y | -27.6% | +25.6% | -53.2% | -36.1% |
| All | +205.1% | +83.8% | +121.3% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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