-0.6%
CRM vs USB
+40.0%
-40.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +34.8% |
| 3M | +37.7% | +15.2% | +22.5% | +30.7% |
| 6M | +34.9% | +18.8% | +16.1% | +26.2% |
| YTD | -1.6% | +21.0% | -22.7% | -8.8% |
| 1Y | +7.1% | +34.0% | -26.9% | -4.5% |
| 3Y | +19.0% | +95.3% | -76.3% | -9.0% |
| All | -0.6% | +40.0% | -40.6% | -16.8% |
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