+20.6%
CRM vs USB
+95.2%
-74.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +1.3% | +1.4% | -0.2% | +0.8% |
| 30D | +34.3% | -1.3% | +35.6% | +34.7% |
| 3M | +37.7% | +15.2% | +22.5% | +31.1% |
| 6M | +34.9% | +18.8% | +16.1% | +26.7% |
| YTD | -1.6% | +21.0% | -22.7% | -8.5% |
| 1Y | +7.1% | +34.0% | -26.9% | -4.1% |
| All | +20.6% | +95.2% | -74.6% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling