-29.8%
CRM vs USB
+21.6%
-51.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.8% |
| 7D | -6.8% | 0.0% | -6.8% | -6.8% |
| 30D | -4.9% | +5.8% | -10.7% | -6.7% |
| 3M | +14.6% | -6.0% | +20.6% | +16.8% |
| 6M | +18.4% | +7.8% | +10.7% | +14.7% |
| YTD | -18.8% | +14.6% | -33.4% | -23.4% |
| 1Y | -10.0% | +31.8% | -41.7% | -19.5% |
| 3Y | +5.0% | +91.5% | -86.6% | -19.5% |
| All | -29.8% | +21.6% | -51.3% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling