+106.7%
USB vs CRH
+248.8%
-142.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.1% |
| 7D | -1.1% | -3.6% | +2.5% | +0.7% |
| 30D | -3.2% | -10.8% | +7.6% | +2.4% |
| 3M | +11.8% | -13.5% | +25.3% | +19.5% |
| 6M | +21.4% | -15.4% | +36.8% | +30.3% |
| YTD | +18.6% | -27.6% | +46.2% | +37.6% |
| 1Y | +30.8% | -18.4% | +49.2% | +41.5% |
| 3Y | +96.5% | +72.5% | +24.0% | +36.0% |
| 5Y | +38.4% | +99.2% | -60.8% | -14.0% |
| 10Y | +106.7% | +257.0% | -150.3% | -10.8% |
| All | +106.7% | +248.8% | -142.1% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling