+92.7%
USB vs CRL
+351.4%
-258.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -0.9% |
| 7D | -1.5% | -16.8% | +15.3% | +3.6% |
| 30D | +4.3% | +2.6% | +1.7% | +2.9% |
| 3M | -6.1% | +20.1% | -26.1% | -11.9% |
| 6M | +9.4% | +68.8% | -59.4% | -8.5% |
| YTD | +15.2% | +56.9% | -41.7% | -2.7% |
| 1Y | +32.8% | +86.7% | -53.9% | +6.1% |
| 3Y | +91.3% | +72.1% | +19.2% | +48.7% |
| 5Y | +22.7% | -16.6% | +39.2% | +17.6% |
| All | +92.7% | +351.4% | -258.7% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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