+34.0%
USB vs CRH
-14.7%
+48.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.9% |
| 7D | +1.4% | -1.7% | +3.1% | +1.9% |
| 30D | -1.3% | -5.4% | +4.1% | +0.2% |
| 3M | +15.2% | -11.2% | +26.4% | +18.9% |
| 6M | +18.8% | -15.8% | +34.7% | +24.2% |
| YTD | +21.0% | -23.6% | +44.6% | +29.9% |
| 1Y | +34.0% | -14.6% | +48.6% | +41.2% |
| All | +34.0% | -14.7% | +48.7% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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