+4,963.5%
CRM vs USB
+337.1%
+4,626.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.7% |
| 7D | -6.8% | 0.0% | -6.8% | -6.8% |
| 30D | -4.9% | +5.8% | -10.7% | -7.1% |
| 3M | +14.6% | -6.0% | +20.6% | +17.1% |
| 6M | +18.4% | +7.8% | +10.7% | +14.2% |
| YTD | -18.8% | +14.6% | -33.4% | -24.1% |
| 1Y | -10.0% | +31.8% | -41.7% | -20.5% |
| 3Y | +5.0% | +91.5% | -86.6% | -22.0% |
| 5Y | -29.1% | +22.0% | -51.2% | -38.5% |
| 10Y | +192.8% | +96.1% | +96.7% | +91.1% |
| All | +4,963.5% | +337.1% | +4,626.4% | +2,033.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling