+22.0%
USB vs CRH
+111.8%
-89.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | 0.0% | +4.4% | -4.4% | -2.0% |
| 30D | +5.8% | +16.4% | -10.5% | -1.1% |
| 3M | -6.0% | -2.5% | -3.4% | -5.3% |
| 6M | +7.8% | -16.9% | +24.6% | +15.7% |
| YTD | +14.6% | -23.2% | +37.8% | +26.6% |
| 1Y | +31.8% | -16.5% | +48.2% | +39.6% |
| 3Y | +91.5% | +73.0% | +18.6% | +40.6% |
| All | +22.0% | +111.8% | -89.8% | -19.7% |
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