+31.9%
USB vs CRH
-20.2%
+52.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.0% |
| 7D | -1.8% | -4.8% | +3.0% | -0.4% |
| 30D | -2.9% | -13.1% | +10.2% | +1.0% |
| 3M | +10.8% | -12.0% | +22.8% | +14.5% |
| 6M | +22.4% | -16.9% | +39.3% | +28.4% |
| YTD | +19.2% | -29.0% | +48.2% | +30.7% |
| 1Y | +31.9% | -20.3% | +52.2% | +41.3% |
| All | +31.9% | -20.2% | +52.1% | +41.3% |
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 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