+32.6%
USB vs CRL
+106.9%
-74.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | +1.4% | -1.7% | +3.2% | +1.6% |
| 30D | +6.4% | +14.6% | -8.2% | +4.2% |
| 3M | -4.5% | +24.8% | -29.3% | -7.8% |
| 6M | +11.4% | +94.7% | -83.3% | -0.2% |
| YTD | +17.1% | +73.4% | -56.3% | +5.7% |
| 1Y | +32.6% | +104.7% | -72.1% | +10.5% |
| All | +32.6% | +106.9% | -74.3% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling