+83.6%
USB vs CRH
+255.9%
-172.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -0.5% | -2.6% | +2.0% | +0.8% |
| 30D | +5.7% | +18.8% | -13.1% | -3.5% |
| 3M | -4.7% | -4.6% | -0.1% | -2.9% |
| 6M | +13.4% | -13.8% | +27.2% | +20.9% |
| YTD | +17.0% | -22.0% | +39.0% | +30.3% |
| 1Y | +32.4% | -13.6% | +46.0% | +39.0% |
| 3Y | +101.7% | +69.2% | +32.4% | +41.6% |
| 5Y | +24.4% | +117.9% | -93.4% | -26.6% |
| 10Y | +83.6% | +259.0% | -175.4% | -22.3% |
| All | +83.6% | +255.9% | -172.3% | -22.3% |
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