+238.4%
CRM vs USB
+106.9%
+131.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.4% |
| 7D | -3.5% | +2.1% | -5.6% | -4.1% |
| 30D | +29.3% | -2.3% | +31.5% | +30.1% |
| 3M | +36.8% | +13.9% | +23.0% | +30.6% |
| 6M | +23.9% | +21.6% | +2.3% | +15.2% |
| YTD | -5.5% | +19.3% | -24.8% | -11.7% |
| 1Y | -0.4% | +33.6% | -34.0% | -10.6% |
| 3Y | +12.8% | +97.7% | -85.0% | -13.0% |
| 5Y | -3.5% | +40.4% | -43.9% | -17.9% |
| 10Y | +238.4% | +105.9% | +132.5% | +143.4% |
| All | +238.4% | +106.9% | +131.5% | +143.4% |
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