-2.3%
CRM vs USB
+32.7%
-35.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -5.0% | -1.1% | -3.9% | -4.8% |
| 30D | +23.6% | -3.2% | +26.9% | +24.1% |
| 3M | +39.6% | +11.8% | +27.8% | +36.8% |
| 6M | +23.4% | +21.4% | +2.0% | +17.9% |
| YTD | -7.4% | +18.6% | -26.0% | -10.9% |
| 1Y | -2.3% | +30.8% | -33.1% | -10.5% |
| All | -2.3% | +32.7% | -35.0% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling