+8,162.5%
USB vs CRH
+6,622.9%
+1,539.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +1.4% | +3.6% | -2.1% | +0.4% |
| 30D | +6.4% | +18.8% | -12.4% | +1.3% |
| 3M | -4.5% | -3.3% | -1.1% | -3.8% |
| 6M | +11.4% | -14.2% | +25.6% | +15.6% |
| YTD | +17.1% | -21.5% | +38.6% | +24.2% |
| 1Y | +32.6% | -14.1% | +46.7% | +36.9% |
| 3Y | +101.8% | +70.3% | +31.5% | +71.1% |
| 5Y | +25.1% | +119.8% | -94.7% | -2.0% |
| 10Y | +84.9% | +255.6% | -170.7% | +27.2% |
| All | +8,162.5% | +6,622.9% | +1,539.7% | +4,423.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling