+40.4%
USB vs CRH
+101.3%
-60.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | +0.3% |
| 7D | +2.1% | -0.6% | +2.7% | +2.3% |
| 30D | -2.3% | -9.5% | +7.2% | +1.8% |
| 3M | +13.9% | -10.4% | +24.3% | +18.6% |
| 6M | +21.6% | -14.2% | +35.8% | +28.4% |
| YTD | +19.3% | -26.6% | +45.9% | +34.7% |
| 1Y | +33.6% | -18.2% | +51.8% | +42.8% |
| 3Y | +97.7% | +74.9% | +22.8% | +44.2% |
| 5Y | +40.4% | +101.7% | -61.3% | -3.6% |
| All | +40.4% | +101.3% | -60.9% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling