+195.5%
CRM vs USB
+87.1%
+108.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -3.9% | +1.4% | -5.4% | -4.4% |
| 30D | -6.8% | +6.4% | -13.3% | -8.8% |
| 3M | +8.3% | -4.5% | +12.7% | +9.7% |
| 6M | +17.9% | +11.4% | +6.6% | +13.2% |
| YTD | -18.9% | +17.1% | -36.0% | -23.8% |
| 1Y | -10.9% | +32.6% | -43.5% | -19.9% |
| 3Y | +1.8% | +101.8% | -100.0% | -21.8% |
| 5Y | -27.4% | +25.1% | -52.5% | -35.8% |
| 10Y | +195.5% | +84.9% | +110.6% | +119.7% |
| All | +195.5% | +87.1% | +108.4% | +119.7% |
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